+125.4%
FFIV vs RCAT
-99.8%
+225.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -2.9% | +7.2% | -10.2% | -3.0% |
| 30D | -32.4% | -20.4% | -12.0% | -32.3% |
| 3M | -22.7% | -59.8% | +37.1% | -22.1% |
| 6M | -10.7% | -61.9% | +51.2% | -10.0% |
| YTD | +25.4% | -45.9% | +71.3% | +25.7% |
| 1Y | +34.2% | -50.5% | +84.7% | +34.5% |
| 3Y | +101.2% | +387.5% | -286.3% | +96.9% |
| 5Y | +42.0% | +70.9% | -29.0% | +39.3% |
| All | +125.4% | -99.8% | +225.2% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling