-36.9%
RKT vs BWA
+54.1%
-91.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | -7.2% | -0.1% | -7.2% | -7.2% |
| 30D | -7.9% | -5.5% | -2.4% | -7.0% |
| 3M | +5.2% | -7.6% | +12.8% | +6.8% |
| 6M | -14.9% | +25.0% | -39.9% | -19.3% |
| YTD | -31.9% | +47.0% | -78.8% | -43.2% |
| 1Y | -36.9% | +54.0% | -90.9% | -49.3% |
| All | -36.9% | +54.1% | -91.0% | -49.3% |
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