-55.7%
BBWI vs RCAT
-98.4%
+42.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.1% |
| 7D | +1.6% | +5.4% | -3.8% | +1.6% |
| 30D | -6.2% | -5.6% | -0.6% | -6.2% |
| 3M | +4.3% | -30.2% | +34.6% | +4.4% |
| 6M | -7.2% | -43.4% | +36.2% | -7.2% |
| YTD | -3.0% | +9.6% | -12.7% | -3.1% |
| 1Y | -30.8% | -2.0% | -28.8% | -30.8% |
| 3Y | -43.4% | +825.0% | -868.4% | -43.1% |
| 5Y | -66.7% | +199.8% | -266.6% | -66.6% |
| 10Y | -55.7% | -98.4% | +42.7% | -54.4% |
| All | -55.7% | -98.4% | +42.7% | -54.4% |
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