+33.0%
ALB vs RCAT
-99.6%
+132.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.4% | +2.2% | -4.2% |
| 7D | +5.3% | -5.6% | +10.9% | +5.3% |
| 30D | -6.3% | -27.0% | +20.8% | -6.1% |
| 3M | -27.4% | -57.9% | +30.5% | -27.1% |
| 6M | -53.1% | -59.4% | +6.3% | -52.9% |
| YTD | -32.3% | -46.9% | +14.6% | -32.1% |
| 1Y | -7.3% | -54.0% | +46.7% | -7.0% |
| 3Y | -14.9% | +378.4% | -393.3% | -15.1% |
| 5Y | -62.0% | +61.9% | -123.9% | -62.1% |
| 10Y | +33.0% | -99.6% | +132.6% | +38.3% |
| All | +33.0% | -99.6% | +132.6% | +38.3% |
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