-50.9%
RCAT vs ALC
+2.0%
-52.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.4% |
| 7D | +1.1% | +2.1% | -0.9% | +1.8% |
| 30D | -22.0% | +17.2% | -39.2% | -20.6% |
| 3M | -51.1% | +4.6% | -55.8% | -50.5% |
| 6M | -56.6% | +20.1% | -76.7% | -55.5% |
| YTD | -43.3% | -4.2% | -39.1% | -45.0% |
| All | -50.9% | +2.0% | -52.9% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling