+25.2%
RCAT vs ALK
-33.9%
+59.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.2% | -11.6% | -13.4% |
| 7D | -32.6% | +7.1% | -39.6% | -35.1% |
| 30D | -46.3% | -3.0% | -43.3% | -45.9% |
| 3M | -60.7% | -25.6% | -35.0% | -55.5% |
| 6M | -67.4% | +0.5% | -67.8% | -68.2% |
| YTD | -57.1% | -23.1% | -34.0% | -53.6% |
| 1Y | -63.8% | -7.5% | -56.2% | -63.9% |
| 3Y | +268.1% | +15.3% | +252.8% | +234.8% |
| 5Y | +25.2% | -34.8% | +60.0% | +50.5% |
| All | +25.2% | -33.9% | +59.1% | +50.5% |
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