-99.8%
RCAT vs ALLY
+172.1%
-271.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -8.0% |
| 7D | +15.6% | -2.1% | +17.7% | +16.6% |
| 30D | -24.1% | +2.0% | -26.1% | -24.8% |
| 3M | -61.9% | -13.3% | -48.5% | -59.5% |
| 6M | -64.3% | -9.9% | -54.5% | -62.7% |
| YTD | -50.4% | -13.5% | -36.8% | -47.5% |
| 1Y | -54.0% | -2.8% | -51.2% | -53.4% |
| 3Y | +347.2% | +63.4% | +283.7% | +275.9% |
| 5Y | +45.7% | -10.9% | +56.6% | +46.4% |
| All | -99.8% | +172.1% | -271.9% | -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