-27.0%
RKT vs BWA
+112.0%
-139.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.1% |
| 7D | -7.2% | -0.1% | -7.2% | -7.2% |
| 30D | -7.9% | -5.5% | -2.4% | -5.9% |
| 3M | +5.2% | -7.6% | +12.8% | +8.0% |
| 6M | -14.9% | +25.0% | -39.9% | -23.9% |
| YTD | -31.9% | +47.0% | -78.8% | -45.4% |
| 1Y | -36.9% | +54.0% | -90.9% | -50.6% |
| 3Y | +35.7% | +70.7% | -35.0% | -1.2% |
| 5Y | -9.7% | +86.7% | -96.3% | -39.5% |
| All | -27.0% | +112.0% | -139.0% | -52.5% |
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