+47.9%
RCAT vs BWA
+27.4%
+20.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -5.9% | +4.3% | -10.2% | -7.2% |
| 30D | -19.7% | -13.0% | -6.7% | -15.4% |
| 3M | -62.9% | -24.8% | -38.0% | -59.0% |
| 6M | -59.6% | -23.5% | -36.1% | -55.4% |
| YTD | -52.1% | +13.8% | -65.9% | -53.8% |
| 1Y | -50.9% | +13.4% | -64.3% | -52.6% |
| 3Y | +333.8% | +62.8% | +271.0% | +261.5% |
| All | +47.9% | +27.4% | +20.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling