+92.9%
FFIV vs RCAT
+183.7%
-90.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -1.0% | -1.4% | +0.5% | -0.9% |
| 30D | -5.1% | -3.3% | -1.7% | -5.0% |
| 3M | -4.5% | -43.2% | +38.8% | -2.1% |
| 6M | +36.5% | -43.2% | +79.6% | +38.7% |
| YTD | +53.0% | +5.5% | +47.4% | +50.1% |
| 1Y | +24.2% | -1.6% | +25.9% | +21.6% |
| 3Y | +137.2% | +773.7% | -636.5% | +109.6% |
| All | +92.9% | +183.7% | -90.8% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling