+126.6%
FFIV vs RCAT
-99.6%
+226.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | +2.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.1% |
| 30D | -33.8% | -22.0% | -11.8% | -33.6% |
| 3M | -20.6% | -51.1% | +30.5% | -20.1% |
| 6M | -10.2% | -56.6% | +46.4% | -9.7% |
| YTD | +24.5% | -43.3% | +67.7% | +24.7% |
| 1Y | +29.3% | -51.5% | +80.8% | +29.7% |
| 3Y | +103.8% | +411.4% | -307.6% | +99.3% |
| 5Y | +40.9% | +74.4% | -33.5% | +38.2% |
| 10Y | +126.6% | -99.6% | +226.2% | +109.1% |
| All | +126.6% | -99.6% | +226.2% | +109.1% |
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