+33.2%
FFIV vs RCAT
-50.7%
+83.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -2.9% | +7.2% | -10.2% | -3.8% |
| 30D | -32.4% | -20.4% | -12.0% | -31.2% |
| 3M | -22.7% | -59.8% | +37.1% | -16.6% |
| 6M | -10.7% | -61.9% | +51.2% | -4.3% |
| YTD | +25.4% | -45.9% | +71.3% | +26.1% |
| All | +33.2% | -50.7% | +83.9% | +34.6% |
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 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