-99.8%
RCAT vs ALM
+2,100.8%
-2,200.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.7% | -11.2% | -4.3% |
| 7D | -5.9% | +1.2% | -7.2% | -6.0% |
| 30D | -19.7% | -19.3% | -0.3% | -17.7% |
| 3M | -62.9% | -40.6% | -22.2% | -60.8% |
| 6M | -59.6% | -57.9% | -1.7% | -56.0% |
| YTD | -52.1% | -6.7% | -45.4% | -50.3% |
| 1Y | -50.9% | +20.2% | -71.1% | -49.8% |
| 3Y | +333.8% | +879.4% | -545.7% | +317.7% |
| 5Y | +40.7% | +415.3% | -374.5% | +35.4% |
| All | -99.8% | +2,100.8% | -2,200.6% | -99.8% |
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