+31.4%
ALB vs RCAT
-99.8%
+131.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.8% | +0.8% |
| 7D | +9.1% | -12.7% | +21.8% | +9.1% |
| 30D | -3.4% | -34.3% | +30.9% | -3.2% |
| 3M | -20.6% | -53.4% | +32.8% | -20.3% |
| 6M | -48.2% | -62.0% | +13.8% | -47.9% |
| YTD | -29.2% | -49.1% | +19.8% | -29.0% |
| 1Y | +10.0% | -53.1% | +63.1% | +10.4% |
| 3Y | -12.9% | +318.7% | -331.6% | -13.1% |
| 5Y | -61.3% | +48.5% | -109.8% | -61.4% |
| All | +31.4% | -99.8% | +131.2% | +34.2% |
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