-43.9%
ALB vs RCAT
+183.7%
-227.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -4.3% |
| 7D | -8.1% | -1.4% | -6.7% | -8.0% |
| 30D | +6.3% | -3.3% | +9.6% | +6.4% |
| 3M | -23.6% | -43.2% | +19.6% | -20.7% |
| 6M | -24.6% | -43.2% | +18.6% | -22.6% |
| YTD | -10.3% | +5.5% | -15.8% | -12.1% |
| 1Y | +61.5% | -1.6% | +63.1% | +57.7% |
| 3Y | -34.0% | +773.7% | -807.7% | -44.1% |
| All | -43.9% | +183.7% | -227.6% | -51.3% |
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 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