-7.4%
RKT vs BWA
-18.7%
+11.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -5.0% |
| 7D | -7.5% | +7.3% | -14.8% | -7.8% |
| 30D | +26.6% | -15.8% | +42.4% | +28.5% |
| 3M | -2.4% | -25.7% | +23.3% | 0.0% |
| 6M | -7.4% | -19.6% | +12.2% | -6.3% |
| All | -7.4% | -18.7% | +11.3% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling