+128.7%
FIS vs RCAT
-100.0%
+228.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.9% | -2.3% |
| 7D | -25.5% | -12.7% | -12.7% | -25.5% |
| 30D | -15.1% | -34.3% | +19.3% | -15.0% |
| 3M | -32.1% | -53.4% | +21.3% | -32.0% |
| 6M | -36.1% | -62.0% | +25.9% | -36.0% |
| YTD | -55.4% | -49.1% | -6.3% | -55.4% |
| 1Y | -53.9% | -53.1% | -0.8% | -53.9% |
| 3Y | -39.8% | +318.7% | -358.4% | -40.2% |
| 5Y | -71.1% | +48.5% | -119.6% | -71.3% |
| 10Y | -53.8% | -99.6% | +45.8% | -55.1% |
| All | +128.7% | -100.0% | +228.7% | +127.4% |
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