+9.2%
FERG vs RCAT
-58.1%
+67.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | +6.4% | +7.2% | -0.8% | +5.9% |
| 30D | +19.9% | -20.4% | +40.3% | +20.8% |
| 3M | +5.6% | -59.8% | +65.3% | +9.7% |
| 6M | +9.2% | -61.9% | +71.1% | +12.6% |
| All | +9.2% | -58.1% | +67.3% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling