-39.0%
FISV vs RCAT
+57.4%
-96.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.3% | +4.5% | -3.6% |
| 7D | -2.0% | +15.6% | -17.5% | -2.3% |
| 30D | +31.8% | -24.1% | +55.9% | +32.4% |
| 3M | +19.3% | -61.9% | +81.1% | +21.6% |
| 6M | +12.1% | -64.3% | +76.4% | +14.0% |
| YTD | -8.4% | -50.4% | +41.9% | -8.1% |
| 1Y | -4.5% | -54.0% | +49.6% | -4.1% |
| 3Y | -49.4% | +347.2% | -396.5% | -53.2% |
| 5Y | -39.0% | +45.7% | -84.7% | -39.7% |
| All | -39.0% | +57.4% | -96.4% | -39.7% |
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