+149.2%
FDX vs RCAT
-99.8%
+249.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.6% | -21.4% | -2.8% |
| 7D | -1.6% | -12.7% | +11.1% | -1.6% |
| 30D | +6.6% | -34.3% | +40.9% | +6.8% |
| 3M | -2.1% | -53.4% | +51.3% | -1.8% |
| 6M | +2.2% | -62.0% | +64.1% | +2.5% |
| YTD | +33.9% | -49.1% | +83.0% | +34.1% |
| 1Y | +50.2% | -53.1% | +103.4% | +50.4% |
| 3Y | +65.5% | +318.7% | -253.1% | +64.5% |
| 5Y | +74.1% | +48.5% | +25.5% | +73.1% |
| All | +149.2% | -99.8% | +249.0% | +153.5% |
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