+74.4%
RCAT vs ALK
-29.1%
+103.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.1% | +4.3% | +8.2% |
| 7D | +1.1% | +8.9% | -7.8% | -3.0% |
| 30D | -22.0% | +5.9% | -28.0% | -24.4% |
| 3M | -51.1% | -16.5% | -34.6% | -47.5% |
| 6M | -56.6% | +2.1% | -58.7% | -57.9% |
| YTD | -43.3% | -17.1% | -26.2% | -40.7% |
| 1Y | -51.5% | -2.9% | -48.6% | -52.7% |
| 3Y | +411.4% | +24.5% | +386.9% | +350.6% |
| 5Y | +74.4% | -29.1% | +103.5% | +101.5% |
| All | +74.4% | -29.1% | +103.5% | +101.5% |
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