-50.9%
RCAT vs ALLY
+0.5%
-51.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +10.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.0% |
| 30D | -22.0% | +3.4% | -25.5% | -24.2% |
| 3M | -51.1% | -11.1% | -40.1% | -46.5% |
| 6M | -56.6% | -11.5% | -45.1% | -53.0% |
| YTD | -43.3% | -12.3% | -30.9% | -35.8% |
| All | -50.9% | +0.5% | -51.4% | -55.6% |
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