+248.5%
ALAB vs RCAT
+476.7%
-228.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +1.0% |
| 7D | -7.5% | -5.6% | -1.9% | -6.2% |
| 30D | -36.8% | -27.0% | -9.8% | -32.6% |
| 3M | -31.9% | -57.9% | +26.0% | -20.2% |
| 6M | +8.2% | -59.4% | +67.6% | +26.3% |
| YTD | +29.9% | -46.9% | +76.9% | +44.5% |
| 1Y | +24.4% | -54.0% | +78.5% | +40.4% |
| All | +248.5% | +476.7% | -228.2% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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