-57.8%
RCAT vs ALLY
+4.2%
-62.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.8% | -14.1% | -13.2% |
| 7D | -18.5% | +2.4% | -20.9% | -20.2% |
| 30D | -37.0% | +5.6% | -42.5% | -39.8% |
| 3M | -54.9% | -11.7% | -43.1% | -50.1% |
| 6M | -63.6% | -7.0% | -56.6% | -61.9% |
| YTD | -49.6% | -10.4% | -39.1% | -43.4% |
| 1Y | -57.8% | +2.4% | -60.2% | -62.2% |
| All | -57.8% | +4.2% | -62.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling