+50.4%
ALLE vs RCAT
+46.9%
+3.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -1.5% |
| 7D | -0.6% | -12.7% | +12.2% | -0.3% |
| 30D | +25.3% | -34.3% | +59.6% | +26.7% |
| 3M | +10.3% | -53.4% | +63.7% | +12.6% |
| 6M | +38.0% | -62.0% | +100.0% | +41.1% |
| YTD | +17.8% | -49.1% | +66.8% | +18.3% |
| 1Y | +13.6% | -53.1% | +66.7% | +14.2% |
| 3Y | +89.2% | +318.7% | -229.4% | +68.0% |
| All | +50.4% | +46.9% | +3.5% | +40.6% |
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