-63.4%
ALB vs RCAT
+41.8%
-105.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.1% |
| 7D | -5.8% | -5.9% | +0.2% | -5.4% |
| 30D | -4.5% | -19.7% | +15.1% | -3.2% |
| 3M | -28.1% | -62.9% | +34.8% | -22.4% |
| 6M | -53.2% | -59.6% | +6.4% | -50.4% |
| YTD | -33.3% | -52.1% | +18.8% | -30.7% |
| 1Y | -17.4% | -50.9% | +33.5% | -14.8% |
| 3Y | -14.1% | +333.8% | -347.9% | -24.6% |
| All | -63.4% | +41.8% | -105.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling