+45.7%
RCAT vs ALM
+387.9%
-342.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.5% | -1.8% | -6.9% |
| 7D | +15.6% | -4.0% | +19.6% | +16.9% |
| 30D | -24.1% | -30.5% | +6.4% | -17.7% |
| 3M | -61.9% | -46.9% | -15.0% | -56.7% |
| 6M | -64.3% | -65.5% | +1.2% | -56.3% |
| YTD | -50.4% | -13.4% | -37.0% | -46.4% |
| 1Y | -54.0% | +9.8% | -63.8% | -51.8% |
| 3Y | +347.2% | +783.1% | -435.9% | +310.5% |
| 5Y | +45.7% | +378.3% | -332.6% | +19.1% |
| All | +45.7% | +387.9% | -342.2% | +19.1% |
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