-99.6%
RCAT vs ALK
-39.7%
-59.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.3% |
| 7D | -5.6% | +12.9% | -18.5% | -9.6% |
| 30D | -27.0% | +5.5% | -32.6% | -28.6% |
| 3M | -57.9% | -12.1% | -45.8% | -56.2% |
| 6M | -59.4% | +1.7% | -61.1% | -60.1% |
| YTD | -46.9% | -17.4% | -29.5% | -44.8% |
| 1Y | -54.0% | -1.9% | -52.1% | -54.7% |
| 3Y | +378.4% | +21.2% | +357.2% | +343.5% |
| 5Y | +61.9% | -27.8% | +89.7% | +69.6% |
| 10Y | -99.6% | -41.0% | -58.6% | -99.9% |
| All | -99.6% | -39.7% | -59.9% | -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