-98.5%
RCAT vs BWA
+142.7%
-241.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -18.7% | -5.6% | -13.1% | -17.2% |
| 3M | -29.3% | -10.7% | -18.6% | -26.7% |
| 6M | -42.3% | +23.2% | -65.5% | -45.4% |
| YTD | +2.5% | +46.0% | -43.5% | -9.5% |
| 1Y | -5.7% | +51.2% | -56.8% | -17.8% |
| 3Y | +764.9% | +69.6% | +695.3% | +606.6% |
| 5Y | +182.3% | +86.6% | +95.7% | +117.8% |
| 10Y | -98.5% | +152.3% | -250.8% | -98.9% |
| All | -98.5% | +142.7% | -241.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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