+1,530.4%
ALB vs RCAT
-100.0%
+1,630.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -4.4% |
| 7D | -8.1% | -1.4% | -6.7% | -8.1% |
| 30D | +6.3% | -3.3% | +9.6% | +6.3% |
| 3M | -23.6% | -43.2% | +19.6% | -23.6% |
| 6M | -24.6% | -43.2% | +18.6% | -24.6% |
| YTD | -10.3% | +5.5% | -15.8% | -10.3% |
| 1Y | +61.5% | -1.6% | +63.1% | +61.5% |
| 3Y | -34.0% | +773.7% | -807.7% | -33.8% |
| 5Y | -44.6% | +187.6% | -232.2% | -44.5% |
| 10Y | +76.1% | -98.5% | +174.5% | +81.2% |
| All | +1,530.4% | -100.0% | +1,630.4% | +1,818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling