+54.8%
RCAT vs ALM
+396.4%
-341.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +2.1% | +16.5% | +18.2% |
| 7D | -12.7% | -6.7% | -6.1% | -11.2% |
| 30D | -34.3% | -32.9% | -1.4% | -28.5% |
| 3M | -53.4% | -39.5% | -13.9% | -48.7% |
| 6M | -62.0% | -62.0% | 0.0% | -54.4% |
| YTD | -49.1% | -7.8% | -41.2% | -45.9% |
| 1Y | -53.1% | +26.7% | -79.8% | -52.0% |
| 3Y | +318.7% | +825.4% | -506.7% | +278.2% |
| All | +54.8% | +396.4% | -341.6% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling