+52.5%
ALLE vs RCAT
+25.6%
+26.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.9% | +12.0% | -2.4% |
| 7D | 0.0% | -32.6% | +32.6% | +1.2% |
| 30D | +20.6% | -46.3% | +66.9% | +22.7% |
| 3M | +11.4% | -60.7% | +72.1% | +14.4% |
| 6M | +42.5% | -67.4% | +109.9% | +46.4% |
| YTD | +18.9% | -57.1% | +75.9% | +20.1% |
| 1Y | +14.2% | -63.8% | +77.9% | +15.7% |
| 3Y | +90.7% | +268.1% | -177.4% | +70.1% |
| 5Y | +52.5% | +25.2% | +27.3% | +44.5% |
| All | +52.5% | +25.6% | +26.8% | +44.5% |
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