+61.5%
ALB vs RCAT
-2.3%
+63.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -4.2% |
| 7D | -8.1% | -1.4% | -6.7% | -7.9% |
| 30D | +6.3% | -3.3% | +9.6% | +6.5% |
| 3M | -23.6% | -43.2% | +19.6% | -18.2% |
| 6M | -24.6% | -43.2% | +18.6% | -20.7% |
| YTD | -10.3% | +5.5% | -15.8% | -13.1% |
| 1Y | +61.5% | -1.6% | +63.1% | +67.0% |
| All | +61.5% | -2.3% | +63.8% | +67.0% |
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