-80.3%
FIG vs RCAT
+4.1%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.9% | -9.6% | -6.1% |
| 7D | -16.4% | +5.4% | -21.8% | -16.9% |
| 30D | -2.3% | -5.6% | +3.3% | -2.0% |
| 3M | +7.8% | -30.2% | +38.0% | +11.4% |
| 6M | -21.8% | -43.4% | +21.5% | -18.8% |
| YTD | -39.1% | +9.6% | -48.8% | -42.9% |
| 1Y | -56.6% | -2.0% | -54.7% | -57.5% |
| All | -80.3% | +4.1% | -84.4% | -78.7% |
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 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