-57.7%
FISV vs RCAT
+184.3%
-242.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -4.2% |
| 7D | -6.4% | -2.3% | -4.1% | -6.4% |
| 30D | -6.8% | -18.7% | +11.9% | -6.4% |
| 3M | -10.0% | -29.3% | +19.3% | -9.4% |
| 6M | -20.6% | -42.3% | +21.7% | -20.1% |
| YTD | -27.6% | +2.5% | -30.1% | -28.3% |
| 1Y | -64.3% | -5.7% | -58.7% | -64.8% |
| 3Y | -60.0% | +764.9% | -824.9% | -63.3% |
| 5Y | -57.7% | +182.3% | -240.0% | -60.6% |
| All | -57.7% | +184.3% | -242.0% | -60.6% |
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