+70.9%
RCAT vs ALC
-10.6%
+81.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | +7.2% | -6.3% | +13.5% | +9.3% |
| 30D | -20.4% | +12.6% | -33.0% | -24.0% |
| 3M | -59.8% | -3.8% | -55.9% | -59.4% |
| 6M | -61.9% | +16.8% | -78.7% | -64.4% |
| YTD | -45.9% | -7.6% | -38.3% | -45.4% |
| 1Y | -50.5% | -5.9% | -44.6% | -50.5% |
| 3Y | +387.5% | +0.6% | +386.9% | +361.4% |
| 5Y | +70.9% | -9.5% | +80.4% | +78.6% |
| All | +70.9% | -10.6% | +81.5% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling