+1,577.3%
FERG vs RCAT
-99.9%
+1,677.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +6.4% | +7.2% | -0.8% | +6.4% |
| 30D | +19.9% | -20.4% | +40.3% | +19.9% |
| 3M | +5.6% | -59.8% | +65.3% | +5.6% |
| 6M | +9.2% | -61.9% | +71.1% | +9.3% |
| YTD | +20.6% | -45.9% | +66.5% | +20.7% |
| 1Y | +5.7% | -50.5% | +56.2% | +5.7% |
| 3Y | +73.6% | +387.5% | -313.9% | +73.7% |
| 5Y | +86.2% | +70.9% | +15.3% | +86.2% |
| 10Y | +440.7% | -99.7% | +540.4% | +445.0% |
| All | +1,577.3% | -99.9% | +1,677.2% | +1,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling