-23.1%
BA vs RCAT
+25.6%
-48.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.9% | +12.3% | -1.7% |
| 7D | -0.1% | -32.6% | +32.5% | +2.1% |
| 30D | -9.1% | -46.3% | +37.2% | -5.9% |
| 3M | -28.2% | -60.7% | +32.5% | -24.4% |
| 6M | -23.1% | -67.4% | +44.2% | -18.8% |
| YTD | -20.6% | -57.1% | +36.5% | -18.3% |
| 1Y | -12.7% | -63.8% | +51.1% | -9.8% |
| 3Y | -11.6% | +268.1% | -279.7% | -25.1% |
| 5Y | -23.1% | +25.2% | -48.3% | -28.5% |
| All | -23.1% | +25.6% | -48.8% | -28.5% |
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