-41.3%
ALNY vs RCAT
-2.3%
-39.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | +12.2% | -1.4% | +13.6% | +12.3% |
| 30D | +16.3% | -3.3% | +19.7% | +16.4% |
| 3M | -12.4% | -43.2% | +30.9% | -10.6% |
| 6M | -18.7% | -43.2% | +24.5% | -17.7% |
| YTD | -33.1% | +5.5% | -38.6% | -33.5% |
| 1Y | -41.3% | -1.6% | -39.7% | -40.9% |
| All | -41.3% | -2.3% | -39.0% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling