+54.8%
RCAT vs BWA
+26.5%
+28.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +2.7% | +16.0% | +17.7% |
| 7D | -12.7% | -5.5% | -7.3% | -10.7% |
| 30D | -34.3% | -21.7% | -12.6% | -28.4% |
| 3M | -53.4% | -25.6% | -27.8% | -48.4% |
| 6M | -62.0% | -17.4% | -44.5% | -58.9% |
| YTD | -49.1% | +9.2% | -58.2% | -50.3% |
| 1Y | -53.1% | +9.7% | -62.9% | -54.3% |
| 3Y | +318.7% | +54.6% | +264.0% | +254.0% |
| All | +54.8% | +26.5% | +28.3% | +31.1% |
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