+1,400.5%
FANG vs RCAT
-99.8%
+1,500.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.2% |
| 7D | -1.7% | +5.4% | -7.1% | -1.7% |
| 30D | +6.8% | -5.6% | +12.4% | +6.8% |
| 3M | +1.3% | -30.2% | +31.5% | +1.3% |
| 6M | +11.8% | -43.4% | +55.2% | +11.9% |
| YTD | +35.1% | +9.6% | +25.4% | +35.0% |
| 1Y | +48.9% | -2.0% | +50.9% | +48.8% |
| 3Y | +42.8% | +825.0% | -782.2% | +42.2% |
| 5Y | +230.3% | +199.8% | +30.5% | +228.9% |
| 10Y | +167.0% | -98.4% | +265.4% | +175.8% |
| All | +1,400.5% | -99.8% | +1,500.3% | +1,449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling