+28.1%
BA vs RCAT
-99.6%
+127.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.4% | -12.0% | -0.7% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | -9.5% | -22.0% | +12.6% | -9.2% |
| 3M | -26.5% | -51.1% | +24.7% | -25.9% |
| 6M | -27.4% | -56.6% | +29.2% | -26.8% |
| YTD | -20.6% | -43.3% | +22.6% | -20.4% |
| 1Y | -11.4% | -51.5% | +40.1% | -11.1% |
| 3Y | -10.8% | +411.4% | -422.2% | -13.8% |
| 5Y | -21.9% | +74.4% | -96.3% | -24.2% |
| 10Y | +28.1% | -99.6% | +127.7% | +14.1% |
| All | +28.1% | -99.6% | +127.7% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling