+352.7%
FERG vs RCAT
-98.5%
+451.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.3% |
| 7D | +0.9% | -2.3% | +3.2% | +0.9% |
| 30D | -15.1% | -18.7% | +3.6% | -15.0% |
| 3M | -4.8% | -29.3% | +24.4% | -4.8% |
| 6M | -2.5% | -42.3% | +39.9% | -2.4% |
| YTD | +1.8% | +2.5% | -0.7% | +1.7% |
| 1Y | -0.3% | -5.7% | +5.4% | -0.4% |
| 3Y | +52.9% | +764.9% | -712.0% | +52.6% |
| 5Y | +69.3% | +182.3% | -113.0% | +68.9% |
| 10Y | +352.7% | -98.5% | +451.2% | +357.2% |
| All | +352.7% | -98.5% | +451.2% | +357.2% |
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 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