+180.9%
RCAT vs ALLY
+1.6%
+179.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.4% | +3.7% | -5.1% | -2.9% |
| 30D | -3.3% | -2.3% | -1.1% | -2.2% |
| 3M | -43.2% | +3.8% | -47.0% | -44.1% |
| 6M | -43.2% | +9.7% | -52.9% | -45.5% |
| YTD | +5.5% | -1.4% | +7.0% | +5.7% |
| 1Y | -1.6% | +8.2% | -9.9% | -4.6% |
| 3Y | +773.7% | +66.5% | +707.2% | +642.9% |
| All | +180.9% | +1.6% | +179.3% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling