+50.2%
FDX vs RCAT
-56.7%
+106.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.6% | -21.4% | -3.3% |
| 7D | -1.6% | -12.7% | +11.1% | -1.2% |
| 30D | +6.6% | -34.3% | +40.9% | +8.2% |
| 3M | -2.1% | -53.4% | +51.3% | +0.6% |
| 6M | +2.2% | -62.0% | +64.1% | +5.1% |
| YTD | +33.9% | -49.1% | +83.0% | +35.3% |
| 1Y | +50.2% | -53.1% | +103.4% | +51.6% |
| All | +50.2% | -56.7% | +106.9% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling