+210.5%
ALLE vs RCAT
-99.7%
+310.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | -0.8% | +7.2% | -8.1% | -0.9% |
| 30D | +27.4% | -20.4% | +47.8% | +27.5% |
| 3M | +13.8% | -59.8% | +73.6% | +14.3% |
| 6M | +45.5% | -61.9% | +107.4% | +46.0% |
| YTD | +21.4% | -45.9% | +67.3% | +21.5% |
| 1Y | +15.4% | -50.5% | +65.9% | +15.5% |
| 3Y | +91.7% | +387.5% | -295.8% | +89.5% |
| 5Y | +54.5% | +70.9% | -16.4% | +52.9% |
| 10Y | +210.5% | -99.7% | +310.3% | +198.8% |
| All | +210.5% | -99.7% | +310.3% | +198.8% |
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 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