+70.3%
FERG vs RCAT
+373.0%
-302.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.3% | +0.1% |
| 7D | +7.2% | -5.6% | +12.8% | +7.3% |
| 30D | +17.9% | -27.0% | +44.9% | +19.1% |
| 3M | -1.3% | -57.9% | +56.6% | +1.8% |
| 6M | +8.3% | -59.4% | +67.7% | +11.1% |
| YTD | +18.3% | -46.9% | +65.2% | +19.5% |
| 1Y | +4.7% | -54.0% | +58.7% | +5.9% |
| 3Y | +70.3% | +378.4% | -308.1% | +68.4% |
| All | +70.3% | +373.0% | -302.8% | +68.4% |
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