+967.7%
BX vs RCAT
-99.9%
+1,067.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | +0.1% | -3.3% | +3.4% | +0.1% |
| 3M | +16.0% | -43.2% | +59.2% | +16.1% |
| 6M | +21.6% | -43.2% | +64.8% | +21.7% |
| YTD | -8.9% | +5.5% | -14.4% | -9.0% |
| 1Y | -16.6% | -1.6% | -15.0% | -16.7% |
| 3Y | +43.3% | +773.7% | -730.4% | +42.7% |
| 5Y | +25.7% | +187.6% | -161.9% | +25.2% |
| 10Y | +689.5% | -98.5% | +787.9% | +698.9% |
| All | +967.7% | -99.9% | +1,067.6% | +1,071.6% |
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 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