+180.9%
RCAT vs ALM
+951.0%
-770.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.4% | -2.6% | +1.2% | -0.9% |
| 30D | -3.3% | +32.0% | -35.4% | -8.9% |
| 3M | -43.2% | -15.0% | -28.2% | -42.0% |
| 6M | -43.2% | -10.1% | -33.0% | -42.7% |
| YTD | +5.5% | +99.4% | -93.9% | -3.8% |
| 1Y | -1.6% | +316.4% | -318.0% | -15.7% |
| 3Y | +773.7% | +2,022.0% | -1,248.3% | +581.8% |
| All | +180.9% | +951.0% | -770.1% | +103.9% |
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