-22.2%
RKT vs BWA
+117.9%
-140.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.3% |
| 7D | +2.1% | +5.7% | -3.6% | -0.2% |
| 30D | +1.4% | +1.4% | 0.0% | +0.6% |
| 3M | +6.3% | -12.1% | +18.4% | +11.4% |
| 6M | -15.5% | +28.6% | -44.0% | -25.3% |
| YTD | -27.4% | +51.1% | -78.5% | -42.5% |
| 1Y | -26.6% | +55.9% | -82.5% | -42.8% |
| 3Y | +41.2% | +70.1% | -28.9% | +3.1% |
| 5Y | -6.4% | +90.7% | -97.1% | -38.0% |
| All | -22.2% | +117.9% | -140.1% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling