+50.9%
FERG vs RCAT
+738.1%
-687.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | -15.1% | -18.7% | +3.6% | -14.4% |
| 3M | -4.8% | -29.3% | +24.4% | -3.9% |
| 6M | -2.5% | -42.3% | +39.9% | -1.4% |
| YTD | +1.8% | +2.5% | -0.7% | +0.4% |
| 1Y | -0.3% | -5.7% | +5.4% | -1.9% |
| All | +50.9% | +738.1% | -687.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling