-22.1%
BA vs RCAT
+46.9%
-69.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | -0.6% |
| 7D | +1.1% | -12.7% | +13.8% | +1.7% |
| 30D | -7.9% | -34.3% | +26.4% | -5.9% |
| 3M | -25.3% | -53.4% | +28.1% | -22.2% |
| 6M | -24.6% | -62.0% | +37.4% | -21.1% |
| YTD | -20.1% | -49.1% | +28.9% | -18.8% |
| 1Y | -11.8% | -53.1% | +41.4% | -10.2% |
| 3Y | -10.1% | +318.7% | -328.8% | -24.5% |
| All | -22.1% | +46.9% | -69.0% | -28.8% |
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