+866.0%
BX vs RCAT
-99.9%
+965.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -2.8% | +7.2% | -10.1% | -2.9% |
| 30D | +7.3% | -20.4% | +27.7% | +7.4% |
| 3M | -16.3% | -59.8% | +43.5% | -16.1% |
| 6M | +2.5% | -61.9% | +64.4% | +2.7% |
| YTD | -17.6% | -45.9% | +28.3% | -17.5% |
| 1Y | -12.4% | -50.5% | +38.1% | -12.3% |
| 3Y | +36.2% | +387.5% | -351.3% | +35.8% |
| 5Y | +3.0% | +70.9% | -67.9% | +2.7% |
| 10Y | +680.0% | -99.7% | +779.7% | +689.2% |
| All | +866.0% | -99.9% | +965.9% | +961.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling