+153.4%
FDX vs RCAT
-99.6%
+253.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +0.5% | -5.6% | +6.1% | +0.5% |
| 30D | +9.5% | -27.0% | +36.6% | +9.6% |
| 3M | -1.3% | -57.9% | +56.6% | -1.0% |
| 6M | +5.5% | -59.4% | +64.9% | +5.8% |
| YTD | +38.9% | -46.9% | +85.8% | +39.0% |
| 1Y | +58.8% | -54.0% | +112.8% | +59.0% |
| 3Y | +71.1% | +378.4% | -307.3% | +70.0% |
| 5Y | +76.3% | +61.9% | +14.4% | +75.3% |
| 10Y | +153.4% | -99.6% | +253.0% | +156.6% |
| All | +153.4% | -99.6% | +253.0% | +156.6% |
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