-50.9%
RCAT vs ALM
+21.0%
-71.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.1% | +3.3% | +7.3% |
| 7D | +1.1% | +0.7% | +0.4% | +1.4% |
| 30D | -22.0% | -26.1% | +4.1% | -9.2% |
| 3M | -51.1% | -38.1% | -13.0% | -40.1% |
| 6M | -56.6% | -55.4% | -1.2% | -37.9% |
| YTD | -43.3% | -0.4% | -42.9% | -45.1% |
| All | -50.9% | +21.0% | -71.9% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling