-83.7%
FIG vs RCAT
-51.6%
-32.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +18.6% | -16.6% | -0.1% |
| 7D | -13.1% | -12.7% | -0.4% | -12.1% |
| 30D | -13.0% | -34.3% | +21.3% | -9.5% |
| 3M | -21.5% | -53.4% | +31.9% | -15.6% |
| 6M | -2.5% | -62.0% | +59.5% | +6.2% |
| YTD | -49.7% | -49.1% | -0.6% | -49.1% |
| 1Y | -59.1% | -53.1% | -6.0% | -58.8% |
| All | -83.7% | -51.6% | -32.1% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling