-38.6%
FICO vs RCAT
-2.3%
-36.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.7% |
| 7D | -19.2% | -1.4% | -17.8% | -19.2% |
| 30D | -14.6% | -3.3% | -11.2% | -14.6% |
| 3M | -20.1% | -43.2% | +23.1% | -18.6% |
| 6M | -36.3% | -43.2% | +6.9% | -35.2% |
| YTD | -44.9% | +5.5% | -50.4% | -47.7% |
| 1Y | -38.6% | -1.6% | -37.0% | -44.0% |
| All | -38.6% | -2.3% | -36.3% | -44.0% |
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