+84.4%
FICO vs RCAT
+41.8%
+42.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | +2.2% | -5.9% | +8.2% | +2.4% |
| 30D | +0.1% | -19.7% | +19.7% | +0.6% |
| 3M | -35.2% | -62.9% | +27.7% | -33.2% |
| 6M | -32.4% | -59.6% | +27.2% | -30.9% |
| YTD | -57.4% | -52.1% | -5.3% | -57.6% |
| 1Y | -58.5% | -50.9% | -7.6% | -58.9% |
| 3Y | -28.9% | +333.8% | -362.6% | -37.6% |
| All | +84.4% | +41.8% | +42.6% | +68.1% |
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