+934.5%
FDX vs RCAT
-100.0%
+1,034.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +3.8% | -3.3% | +7.1% | +3.8% |
| 3M | -1.3% | -43.2% | +41.9% | -1.3% |
| 6M | +5.0% | -43.2% | +48.2% | +5.1% |
| YTD | +39.6% | +5.5% | +34.1% | +39.6% |
| 1Y | +81.1% | -1.6% | +82.8% | +81.0% |
| 3Y | +63.0% | +773.7% | -710.7% | +62.6% |
| 5Y | +65.6% | +187.6% | -122.0% | +65.2% |
| 10Y | +183.4% | -98.5% | +281.8% | +182.0% |
| All | +934.5% | -100.0% | +1,034.5% | +909.2% |
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