+40.8%
ALB vs RCAT
-99.6%
+140.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.2% |
| 7D | +9.5% | +1.1% | +8.3% | +9.4% |
| 30D | -2.1% | -22.0% | +19.9% | -2.0% |
| 3M | -24.1% | -51.1% | +27.0% | -23.9% |
| 6M | -51.0% | -56.6% | +5.6% | -50.8% |
| YTD | -29.3% | -43.3% | +13.9% | -29.2% |
| 1Y | +3.2% | -51.5% | +54.7% | +3.4% |
| 3Y | -9.3% | +411.4% | -420.7% | -9.5% |
| 5Y | -61.6% | +74.4% | -136.0% | -61.7% |
| 10Y | +40.8% | -99.6% | +140.4% | +47.7% |
| All | +40.8% | -99.6% | +140.4% | +47.7% |
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