-50.9%
RCAT vs BWA
+15.7%
-66.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.4% | +6.0% | +8.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.8% |
| 30D | -22.0% | -16.1% | -5.9% | -15.6% |
| 3M | -51.1% | -24.6% | -26.5% | -44.8% |
| 6M | -56.6% | -15.7% | -40.9% | -51.7% |
| YTD | -43.3% | +15.1% | -58.3% | -52.3% |
| All | -50.9% | +15.7% | -66.6% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling