+252.8%
RCAT vs ABCL
+139.9%
+113.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -9.4% | -5.5% | -11.5% |
| 7D | -32.6% | -14.9% | -17.7% | -28.4% |
| 30D | -46.3% | -15.4% | -30.9% | -43.0% |
| 3M | -60.7% | +88.0% | -148.7% | -69.7% |
| 6M | -67.4% | +138.8% | -206.2% | -77.0% |
| YTD | -57.1% | +225.4% | -282.5% | -73.0% |
| 1Y | -63.8% | +137.3% | -201.1% | -75.1% |
| All | +252.8% | +139.9% | +113.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling