+76.9%
FICO vs RCAT
+46.9%
+30.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -1.0% |
| 7D | -0.9% | -12.7% | +11.8% | -0.6% |
| 30D | +3.3% | -34.3% | +37.7% | +4.6% |
| 3M | -31.7% | -53.4% | +21.7% | -30.2% |
| 6M | -34.0% | -62.0% | +28.0% | -32.4% |
| YTD | -58.3% | -49.1% | -9.3% | -58.6% |
| 1Y | -57.9% | -53.1% | -4.8% | -58.2% |
| 3Y | -24.1% | +318.7% | -342.7% | -33.0% |
| All | +76.9% | +46.9% | +30.0% | +58.7% |
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