-99.6%
RCAT vs BWA
+101.5%
-201.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.4% | +6.0% | +9.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.8% |
| 30D | -22.0% | -16.1% | -5.9% | -17.3% |
| 3M | -51.1% | -24.6% | -26.5% | -46.6% |
| 6M | -56.6% | -15.7% | -40.9% | -53.9% |
| YTD | -43.3% | +15.1% | -58.3% | -45.6% |
| 1Y | -51.5% | +15.9% | -67.4% | -53.5% |
| 3Y | +411.4% | +67.1% | +344.3% | +330.2% |
| 5Y | +74.4% | +34.7% | +39.7% | +51.6% |
| 10Y | -99.6% | +99.5% | -199.1% | -99.4% |
| All | -99.6% | +101.5% | -201.1% | -99.4% |
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