+36.6%
FFIV vs RCAT
-59.1%
+95.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.3% | +9.9% | +0.5% |
| 7D | -9.8% | -18.5% | +8.7% | -8.1% |
| 30D | -28.1% | -37.0% | +8.9% | -25.1% |
| 3M | -20.0% | -54.9% | +34.8% | -14.5% |
| 6M | -0.1% | -63.6% | +63.6% | +7.6% |
| YTD | +29.2% | -49.6% | +78.7% | +31.8% |
| 1Y | +36.6% | -57.8% | +94.4% | +40.9% |
| All | +36.6% | -59.1% | +95.7% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling