+7.1%
FERG vs RCAT
-54.8%
+61.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +0.9% |
| 7D | +9.7% | -5.9% | +15.7% | +10.2% |
| 30D | +15.0% | -19.7% | +34.7% | +16.3% |
| 3M | +3.8% | -62.9% | +66.6% | +9.4% |
| 6M | +10.6% | -59.6% | +70.2% | +14.7% |
| YTD | +17.0% | -52.1% | +69.1% | +18.3% |
| 1Y | +7.1% | -50.9% | +58.0% | +7.7% |
| All | +7.1% | -54.8% | +61.9% | +7.7% |
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