+219.2%
ALLE vs RCAT
-99.8%
+319.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -1.0% |
| 7D | -0.6% | -12.7% | +12.2% | -0.5% |
| 30D | +25.3% | -34.3% | +59.6% | +25.5% |
| 3M | +10.3% | -53.4% | +63.7% | +10.6% |
| 6M | +38.0% | -62.0% | +100.0% | +38.5% |
| YTD | +17.8% | -49.1% | +66.8% | +17.9% |
| 1Y | +13.6% | -53.1% | +66.7% | +13.7% |
| 3Y | +89.2% | +318.7% | -229.4% | +87.1% |
| 5Y | +51.1% | +48.5% | +2.5% | +49.6% |
| All | +219.2% | -99.8% | +319.0% | +209.1% |
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