+60.2%
ALB vs RCAT
+1.5%
+58.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.0% |
| 7D | -4.4% | +5.4% | -9.8% | -5.1% |
| 30D | -1.2% | -5.6% | +4.4% | -0.7% |
| 3M | -13.3% | -30.2% | +16.9% | -9.9% |
| 6M | -19.8% | -43.4% | +23.6% | -15.6% |
| YTD | -7.9% | +9.6% | -17.6% | -11.4% |
| 1Y | +60.2% | -2.0% | +62.1% | +62.8% |
| All | +60.2% | +1.5% | +58.7% | +62.8% |
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 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