+389.7%
RCAT vs ALM
+901.8%
-512.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +7.2% | -7.2% | +14.4% | +10.3% |
| 30D | -20.4% | -26.4% | +5.9% | -12.4% |
| 3M | -59.8% | -38.6% | -21.2% | -53.9% |
| 6M | -61.9% | -61.0% | -0.9% | -50.7% |
| YTD | -45.9% | -7.4% | -38.5% | -42.2% |
| 1Y | -50.5% | +14.0% | -64.5% | -49.4% |
| All | +389.7% | +901.8% | -512.1% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling