+378.4%
RCAT vs ALC
+3.6%
+374.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -6.2% |
| 7D | -5.6% | +2.3% | -7.9% | -6.1% |
| 30D | -27.0% | +15.5% | -42.6% | -29.4% |
| 3M | -57.9% | +0.6% | -58.5% | -58.0% |
| 6M | -59.4% | +18.4% | -77.8% | -61.2% |
| YTD | -46.9% | -5.6% | -41.3% | -46.5% |
| 1Y | -54.0% | 0.0% | -54.1% | -54.7% |
| 3Y | +378.4% | +2.8% | +375.6% | +379.6% |
| All | +378.4% | +3.6% | +374.8% | +379.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling