+155.7%
FDX vs RCAT
-99.7%
+255.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | -2.1% | +7.2% | -9.3% | -2.1% |
| 30D | +10.4% | -20.4% | +30.8% | +10.5% |
| 3M | +0.5% | -59.8% | +60.2% | +0.8% |
| 6M | +6.5% | -61.9% | +68.3% | +6.8% |
| YTD | +40.2% | -45.9% | +86.1% | +40.4% |
| 1Y | +52.1% | -50.5% | +102.6% | +52.2% |
| 3Y | +72.8% | +387.5% | -314.7% | +71.6% |
| 5Y | +76.3% | +70.9% | +5.4% | +75.2% |
| 10Y | +155.7% | -99.7% | +255.5% | +160.7% |
| All | +155.7% | -99.7% | +255.5% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling