-79.1%
FIG vs RCAT
+0.2%
-79.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.2% |
| 7D | -16.3% | -1.4% | -14.9% | -16.2% |
| 30D | -14.3% | -3.3% | -11.0% | -14.2% |
| 3M | +7.2% | -43.2% | +50.4% | +13.3% |
| 6M | -18.6% | -43.2% | +24.6% | -15.5% |
| YTD | -35.5% | +5.5% | -41.0% | -39.2% |
| 1Y | -55.8% | -1.6% | -54.1% | -55.1% |
| All | -79.1% | +0.2% | -79.4% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling