-22.4%
BA vs RCAT
+57.4%
-79.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.2% |
| 7D | -0.6% | +15.6% | -16.1% | -1.6% |
| 30D | -8.0% | -24.1% | +16.1% | -6.9% |
| 3M | -25.8% | -61.9% | +36.1% | -21.8% |
| 6M | -27.6% | -64.3% | +36.7% | -24.0% |
| YTD | -21.0% | -50.4% | +29.4% | -19.6% |
| 1Y | -12.3% | -54.0% | +41.8% | -10.6% |
| 3Y | -12.8% | +347.2% | -359.9% | -27.1% |
| 5Y | -22.4% | +45.7% | -68.1% | -31.5% |
| All | -22.4% | +57.4% | -79.8% | -31.5% |
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