+50.0%
FANG vs RCAT
+720.6%
-670.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +2.9% | -4.9% | +7.8% | +3.0% |
| 30D | +2.6% | -22.9% | +25.5% | +3.3% |
| 3M | +7.6% | -33.7% | +41.3% | +8.5% |
| 6M | +17.3% | -50.7% | +68.1% | +18.9% |
| YTD | +38.7% | +0.4% | +38.3% | +36.5% |
| 1Y | +51.6% | -27.6% | +79.3% | +50.2% |
| 3Y | +50.0% | +753.2% | -703.2% | +45.4% |
| All | +50.0% | +720.6% | -670.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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