+47.9%
RCAT vs ALC
-9.1%
+57.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.6% | -4.4% |
| 7D | -5.9% | -1.1% | -4.8% | -5.6% |
| 30D | -19.7% | +16.0% | -35.7% | -24.0% |
| 3M | -62.9% | +0.8% | -63.7% | -63.1% |
| 6M | -59.6% | +16.8% | -76.4% | -62.2% |
| YTD | -52.1% | -5.5% | -46.6% | -52.0% |
| 1Y | -50.9% | -5.3% | -45.7% | -50.9% |
| 3Y | +333.8% | +4.1% | +329.7% | +305.2% |
| All | +47.9% | -9.1% | +57.0% | +54.9% |
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