+0.4%
BX vs RCAT
+41.8%
-41.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.7% |
| 7D | +0.6% | -5.9% | +6.5% | +1.0% |
| 30D | +14.2% | -19.7% | +33.9% | +15.8% |
| 3M | -18.7% | -62.9% | +44.1% | -12.4% |
| 6M | +2.5% | -59.6% | +62.0% | +8.4% |
| YTD | -18.8% | -52.1% | +33.3% | -17.0% |
| 1Y | -10.3% | -50.9% | +40.6% | -8.9% |
| 3Y | +35.4% | +333.8% | -298.4% | +6.7% |
| All | +0.4% | +41.8% | -41.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling