-83.6%
FIG vs RCAT
-52.9%
-30.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.7% |
| 7D | +2.6% | +15.6% | -13.0% | +0.7% |
| 30D | -13.1% | -24.1% | +11.1% | -10.9% |
| 3M | -20.3% | -61.9% | +41.5% | -12.5% |
| 6M | -2.1% | -64.3% | +62.2% | +7.4% |
| YTD | -49.4% | -50.4% | +1.0% | -48.6% |
| 1Y | -57.0% | -54.0% | -3.0% | -56.5% |
| All | -83.6% | -52.9% | -30.7% | -80.8% |
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 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