+127.8%
FFIV vs RCAT
-99.8%
+227.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.6% | -18.9% | -0.5% |
| 7D | -8.1% | -12.7% | +4.6% | -8.0% |
| 30D | -33.4% | -34.3% | +0.9% | -33.1% |
| 3M | -24.7% | -53.4% | +28.7% | -24.3% |
| 6M | -8.8% | -62.0% | +53.1% | -8.2% |
| YTD | +21.8% | -49.1% | +70.8% | +22.2% |
| 1Y | +25.3% | -53.1% | +78.4% | +25.7% |
| 3Y | +101.2% | +318.7% | -217.5% | +97.1% |
| 5Y | +40.2% | +48.5% | -8.3% | +37.8% |
| All | +127.8% | -99.8% | +227.6% | +110.9% |
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 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