-40.2%
FIS vs RCAT
-98.4%
+58.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.9% | -9.8% | -5.9% |
| 7D | -3.5% | +5.4% | -8.8% | -3.5% |
| 30D | -7.8% | -5.6% | -2.2% | -7.8% |
| 3M | +0.8% | -30.2% | +31.1% | +1.0% |
| 6M | -21.9% | -43.4% | +21.5% | -21.7% |
| YTD | -39.5% | +9.6% | -49.1% | -39.7% |
| 1Y | -41.0% | -2.0% | -39.0% | -41.3% |
| 3Y | -23.6% | +825.0% | -848.6% | -25.9% |
| 5Y | -65.6% | +199.8% | -265.4% | -66.6% |
| 10Y | -40.2% | -98.4% | +58.2% | -44.9% |
| All | -40.2% | -98.4% | +58.2% | -44.9% |
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