-99.7%
RCAT vs ALK
-41.4%
-58.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +7.2% | +2.6% | +4.7% | +6.7% |
| 30D | -20.4% | +7.8% | -28.2% | -22.7% |
| 3M | -59.8% | -15.2% | -44.5% | -57.7% |
| 6M | -61.9% | +5.0% | -66.9% | -62.9% |
| YTD | -45.9% | -18.4% | -27.5% | -43.5% |
| 1Y | -50.5% | -2.4% | -48.1% | -51.1% |
| 3Y | +387.5% | +19.8% | +367.7% | +354.0% |
| 5Y | +70.9% | -27.8% | +98.7% | +79.2% |
| 10Y | -99.7% | -42.0% | -57.8% | -99.9% |
| All | -99.7% | -41.4% | -58.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling