-9.7%
RKT vs BWA
+89.5%
-99.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -2.4% | -5.6% | +3.2% | -0.1% |
| 3M | +1.9% | -10.7% | +12.6% | +6.6% |
| 6M | -13.9% | +23.2% | -37.0% | -23.3% |
| YTD | -30.6% | +46.0% | -76.6% | -45.7% |
| 1Y | -34.4% | +51.2% | -85.5% | -49.7% |
| 3Y | +38.2% | +69.6% | -31.4% | -2.8% |
| 5Y | -9.7% | +86.6% | -96.2% | -45.2% |
| All | -9.7% | +89.5% | -99.1% | -45.2% |
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 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