-99.7%
RCAT vs ALLY
+182.4%
-282.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | +7.2% | -2.8% | +10.0% | +8.6% |
| 30D | -20.4% | +1.9% | -22.3% | -21.1% |
| 3M | -59.8% | -12.1% | -47.6% | -57.5% |
| 6M | -61.9% | -9.0% | -52.9% | -60.2% |
| YTD | -45.9% | -12.9% | -33.0% | -42.9% |
| 1Y | -50.5% | -0.1% | -50.4% | -50.4% |
| 3Y | +387.5% | +64.6% | +322.9% | +306.6% |
| 5Y | +70.9% | -10.1% | +81.0% | +70.9% |
| 10Y | -99.7% | +176.7% | -276.4% | -99.8% |
| All | -99.7% | +182.4% | -282.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling