+207.4%
ALAB vs RCAT
+453.4%
-246.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +18.6% | -12.4% | +2.5% |
| 7D | -26.3% | -12.7% | -13.5% | -24.1% |
| 30D | -50.1% | -34.3% | -15.8% | -45.7% |
| 3M | -42.5% | -53.4% | +10.9% | -34.0% |
| 6M | -10.8% | -62.0% | +51.1% | +5.3% |
| YTD | +14.6% | -49.1% | +63.7% | +28.4% |
| 1Y | +17.1% | -53.1% | +70.3% | +32.2% |
| All | +207.4% | +453.4% | -246.0% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling