-98.4%
RCAT vs ALM
+3,219.4%
-3,317.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.8% | -4.9% | +3.0% |
| 7D | +5.4% | +8.4% | -3.0% | +4.6% |
| 30D | -5.6% | +34.8% | -40.4% | -8.5% |
| 3M | -30.2% | +16.2% | -46.4% | -31.4% |
| 6M | -43.4% | +2.1% | -45.5% | -43.7% |
| YTD | +9.6% | +117.0% | -107.4% | +4.4% |
| 1Y | -2.0% | +313.9% | -315.8% | -8.9% |
| 3Y | +825.0% | +2,327.9% | -1,502.9% | +720.5% |
| 5Y | +199.8% | +1,040.6% | -840.8% | +165.8% |
| 10Y | -98.4% | +3,219.4% | -3,317.8% | -98.7% |
| All | -98.4% | +3,219.4% | -3,317.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling