-99.9%
RCAT vs ALLY
+124.8%
-224.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -43.2% | +3.8% | -47.0% | -44.1% |
| 6M | -43.2% | +9.7% | -52.9% | -45.4% |
| YTD | +5.5% | -1.4% | +7.0% | +5.8% |
| 1Y | -1.6% | +8.2% | -9.9% | -4.4% |
| 3Y | +773.7% | +66.5% | +707.2% | +614.2% |
| 5Y | +187.6% | +1.2% | +186.4% | +172.5% |
| 10Y | -98.5% | +191.4% | -289.9% | -99.1% |
| All | -99.9% | +124.8% | -224.8% | -99.9% |
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