+53.4%
ALLE vs RCAT
+71.1%
-17.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.4% | -8.6% | +2.4% |
| 7D | -0.6% | +1.1% | -1.8% | -0.8% |
| 30D | +26.6% | -22.0% | +48.6% | +27.4% |
| 3M | +13.2% | -51.1% | +64.3% | +15.4% |
| 6M | +42.9% | -56.6% | +99.5% | +45.4% |
| YTD | +21.0% | -43.3% | +64.3% | +21.2% |
| 1Y | +15.2% | -51.5% | +66.7% | +15.6% |
| 3Y | +95.6% | +411.4% | -315.8% | +72.5% |
| 5Y | +53.4% | +74.4% | -21.0% | +42.6% |
| All | +53.4% | +71.1% | -17.7% | +42.6% |
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