-65.9%
BBWI vs RCAT
+183.7%
-249.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +2.9% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | -5.2% | -3.3% | -1.8% | -5.2% |
| 3M | +11.1% | -43.2% | +54.3% | +13.2% |
| 6M | -13.4% | -43.2% | +29.8% | -12.5% |
| YTD | +0.1% | +5.5% | -5.5% | -2.0% |
| 1Y | -36.1% | -1.6% | -34.5% | -37.8% |
| 3Y | -44.1% | +773.7% | -817.8% | -50.9% |
| All | -65.9% | +183.7% | -249.6% | -69.6% |
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