+422.3%
BBWI vs RCAT
-100.0%
+522.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +18.6% | -21.9% | -3.3% |
| 7D | -6.2% | -12.7% | +6.6% | -6.2% |
| 30D | +19.9% | -34.3% | +54.2% | +19.9% |
| 3M | +7.1% | -53.4% | +60.6% | +7.1% |
| 6M | +13.7% | -62.0% | +75.6% | +13.6% |
| YTD | +9.6% | -49.1% | +58.6% | +9.6% |
| 1Y | -1.6% | -53.1% | +51.5% | -1.7% |
| 3Y | -25.9% | +318.7% | -344.5% | -25.6% |
| 5Y | -67.8% | +48.5% | -116.3% | -67.7% |
| 10Y | -43.5% | -99.6% | +56.2% | -42.0% |
| All | +422.3% | -100.0% | +522.3% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling