-30.8%
BBWI vs RCAT
+1.5%
-32.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.3% |
| 7D | +1.6% | +5.4% | -3.8% | +1.3% |
| 30D | -6.2% | -5.6% | -0.6% | -6.1% |
| 3M | +4.3% | -30.2% | +34.6% | +5.5% |
| 6M | -7.2% | -43.4% | +36.2% | -6.4% |
| YTD | -3.0% | +9.6% | -12.7% | -7.8% |
| 1Y | -30.8% | -2.0% | -28.8% | -34.5% |
| All | -30.8% | +1.5% | -32.2% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling