+3,615.7%
ALNY vs RCAT
-100.0%
+3,715.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.3% |
| 7D | +5.7% | +5.4% | +0.3% | +5.7% |
| 30D | +18.7% | -5.6% | +24.3% | +18.7% |
| 3M | -11.0% | -30.2% | +19.2% | -11.0% |
| 6M | -18.9% | -43.4% | +24.5% | -18.9% |
| YTD | -34.6% | +9.6% | -44.2% | -34.6% |
| 1Y | -42.8% | -2.0% | -40.9% | -42.9% |
| 3Y | +29.1% | +825.0% | -795.9% | +28.9% |
| 5Y | +39.6% | +199.8% | -160.2% | +39.4% |
| 10Y | +253.8% | -98.4% | +352.2% | +262.0% |
| All | +3,615.7% | -100.0% | +3,715.7% | +3,738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling