+3,343.0%
FICO vs RCAT
-100.0%
+3,443.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.9% | +15.8% | +0.9% |
| 7D | -0.3% | -32.6% | +32.3% | -0.2% |
| 30D | +1.7% | -46.3% | +48.0% | +1.8% |
| 3M | -35.2% | -60.7% | +25.5% | -35.1% |
| 6M | -33.7% | -67.4% | +33.7% | -33.6% |
| YTD | -58.2% | -57.1% | -1.1% | -58.1% |
| 1Y | -56.6% | -63.8% | +7.2% | -56.6% |
| 3Y | -24.0% | +268.1% | -292.1% | -24.2% |
| 5Y | +86.1% | +25.2% | +60.9% | +85.6% |
| 10Y | +522.8% | -99.7% | +622.5% | +528.9% |
| All | +3,343.0% | -100.0% | +3,443.0% | +3,712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling