-57.9%
FICO vs RCAT
-56.7%
-1.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | +0.6% |
| 7D | -0.9% | -12.7% | +11.8% | -1.6% |
| 30D | +3.3% | -34.3% | +37.7% | +1.2% |
| 3M | -31.7% | -53.4% | +21.7% | -34.3% |
| 6M | -34.0% | -62.0% | +28.0% | -35.8% |
| YTD | -58.3% | -49.1% | -9.3% | -59.3% |
| 1Y | -57.9% | -53.1% | -4.8% | -58.9% |
| All | -57.9% | -56.7% | -1.2% | -58.9% |
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 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