+54.8%
RCAT vs ALK
-34.8%
+89.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +0.6% | +18.0% | +18.4% |
| 7D | -12.7% | +9.0% | -21.8% | -16.7% |
| 30D | -34.3% | -1.6% | -32.7% | -34.2% |
| 3M | -53.4% | -23.2% | -30.2% | -48.1% |
| 6M | -62.0% | -3.9% | -58.1% | -62.1% |
| YTD | -49.1% | -22.6% | -26.5% | -45.1% |
| 1Y | -53.1% | -5.3% | -47.8% | -53.8% |
| 3Y | +318.7% | +18.6% | +300.1% | +276.9% |
| All | +54.8% | -34.8% | +89.5% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling