-43.9%
RCAT vs ALC
+31.8%
-75.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.1% | +20.8% | +19.6% |
| 7D | -12.7% | +4.9% | -17.6% | -15.2% |
| 30D | -34.3% | +19.0% | -53.3% | -40.2% |
| 3M | -53.4% | +7.8% | -61.2% | -55.3% |
| 6M | -62.0% | +14.6% | -76.5% | -65.2% |
| YTD | -49.1% | -4.4% | -44.6% | -49.5% |
| 1Y | -53.1% | +1.4% | -54.5% | -55.2% |
| 3Y | +318.7% | +2.5% | +316.1% | +282.3% |
| 5Y | +48.5% | -10.9% | +59.4% | +45.5% |
| All | -43.9% | +31.8% | -75.7% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling