+72.6%
FERG vs RCAT
+192.8%
-120.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.1% |
| 7D | +3.4% | +5.4% | -2.0% | +3.1% |
| 30D | -11.5% | -5.6% | -5.9% | -11.4% |
| 3M | +1.3% | -30.2% | +31.5% | +2.6% |
| 6M | -1.0% | -43.4% | +42.4% | +0.5% |
| YTD | +3.2% | +9.6% | -6.4% | +0.9% |
| 1Y | -3.0% | -2.0% | -1.0% | -5.5% |
| 3Y | +55.0% | +825.0% | -770.0% | +27.9% |
| 5Y | +72.6% | +199.8% | -127.2% | +45.7% |
| All | +72.6% | +192.8% | -120.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling