-83.2%
FIG vs RCAT
-46.1%
-37.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.4% | -8.2% | +1.8% |
| 7D | -12.6% | +1.1% | -13.7% | -13.0% |
| 30D | -13.8% | -22.0% | +8.2% | -12.0% |
| 3M | -16.7% | -51.1% | +34.4% | -11.0% |
| 6M | -6.1% | -56.6% | +50.5% | +0.8% |
| YTD | -48.1% | -43.3% | -4.8% | -48.1% |
| 1Y | -56.2% | -51.5% | -4.6% | -56.0% |
| All | -83.2% | -46.1% | -37.1% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling