+29.0%
ALAB vs RCAT
-52.7%
+81.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +2.2% |
| 7D | -7.5% | -5.6% | -1.9% | -5.3% |
| 30D | -36.8% | -27.0% | -9.8% | -28.8% |
| 3M | -31.9% | -57.9% | +26.0% | -8.2% |
| 6M | +8.2% | -59.4% | +67.6% | +42.7% |
| YTD | +29.9% | -46.9% | +76.9% | +48.1% |
| All | +29.0% | -52.7% | +81.8% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling