+229.6%
FIS vs RCAT
-100.0%
+329.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -2.2% | -3.3% | +1.1% | -2.2% |
| 3M | +2.1% | -43.2% | +45.4% | +2.2% |
| 6M | -14.7% | -43.2% | +28.5% | -14.6% |
| YTD | -35.7% | +5.5% | -41.3% | -35.8% |
| 1Y | -37.1% | -1.6% | -35.4% | -37.1% |
| 3Y | -20.0% | +773.7% | -793.7% | -20.7% |
| 5Y | -62.1% | +187.6% | -249.8% | -62.4% |
| 10Y | -37.4% | -98.5% | +61.1% | -39.3% |
| All | +229.6% | -100.0% | +329.6% | +227.3% |
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