+4,021.8%
FAST vs RCAT
-100.0%
+4,121.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +0.8% |
| 7D | -0.4% | -1.4% | +1.1% | -0.4% |
| 30D | -0.8% | -3.3% | +2.6% | -0.8% |
| 3M | +5.8% | -43.2% | +49.0% | +5.8% |
| 6M | +8.0% | -43.2% | +51.2% | +8.0% |
| YTD | +25.6% | +5.5% | +20.1% | +25.6% |
| 1Y | +0.8% | -1.6% | +2.5% | +0.7% |
| 3Y | +86.1% | +773.7% | -687.6% | +85.1% |
| 5Y | +100.2% | +187.6% | -87.4% | +99.2% |
| 10Y | +494.2% | -98.5% | +592.6% | +478.2% |
| All | +4,021.8% | -100.0% | +4,121.8% | +3,502.1% |
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