-100.0%
RCAT vs ALLY
+101.5%
-201.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -1.3% | -13.5% | -14.3% |
| 7D | -32.6% | -1.1% | -31.4% | -32.3% |
| 30D | -46.3% | +4.2% | -50.5% | -47.2% |
| 3M | -60.7% | -12.4% | -48.3% | -58.4% |
| 6M | -67.4% | -8.7% | -58.7% | -66.0% |
| YTD | -57.1% | -11.6% | -45.4% | -55.0% |
| 1Y | -63.8% | +0.2% | -63.9% | -63.7% |
| 3Y | +268.1% | +57.1% | +211.0% | +210.5% |
| 5Y | +25.2% | -6.8% | +32.0% | +22.7% |
| 10Y | -99.7% | +200.4% | -300.0% | -99.8% |
| All | -100.0% | +101.5% | -201.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling