-51.7%
FIG vs RCAT
-59.1%
+7.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.3% | +15.5% | +6.2% |
| 7D | -4.7% | -18.5% | +13.9% | -2.9% |
| 30D | +0.5% | -37.0% | +37.5% | +5.1% |
| 3M | -18.4% | -54.9% | +36.5% | -12.0% |
| 6M | +10.9% | -63.6% | +74.5% | +21.7% |
| YTD | -40.8% | -49.6% | +8.8% | -41.0% |
| 1Y | -51.7% | -57.8% | +6.1% | -50.5% |
| All | -51.7% | -59.1% | +7.5% | -50.5% |
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