+54.8%
RCAT vs ALLY
-9.5%
+64.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.7% | +20.3% | +19.4% |
| 7D | -12.7% | +0.9% | -13.7% | -13.4% |
| 30D | -34.3% | +3.1% | -37.4% | -35.3% |
| 3M | -53.4% | -12.6% | -40.8% | -50.7% |
| 6M | -62.0% | -12.4% | -49.5% | -59.8% |
| YTD | -49.1% | -13.2% | -35.9% | -46.2% |
| 1Y | -53.1% | +1.8% | -55.0% | -53.3% |
| 3Y | +318.7% | +58.0% | +260.7% | +274.6% |
| All | +54.8% | -9.5% | +64.3% | +66.2% |
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