-37.5%
RCAT vs ALC
+32.2%
-69.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.3% |
| 7D | +1.1% | +2.1% | -0.9% | -0.4% |
| 30D | -22.0% | +17.2% | -39.2% | -28.4% |
| 3M | -51.1% | +4.6% | -55.8% | -52.5% |
| 6M | -56.6% | +20.1% | -76.7% | -61.2% |
| YTD | -43.3% | -4.2% | -39.1% | -43.8% |
| 1Y | -51.5% | +2.1% | -53.6% | -53.8% |
| 3Y | +411.4% | +4.5% | +406.9% | +361.5% |
| 5Y | +74.4% | -12.3% | +86.8% | +73.1% |
| All | -37.5% | +32.2% | -69.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling