+511.7%
FISV vs RCAT
-100.0%
+611.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +3.7% |
| 7D | +1.4% | -5.9% | +7.4% | +1.4% |
| 30D | +38.4% | -19.7% | +58.1% | +38.5% |
| 3M | +14.9% | -62.9% | +77.8% | +15.2% |
| 6M | +21.8% | -59.6% | +81.4% | +22.0% |
| YTD | -5.0% | -52.1% | +47.0% | -5.0% |
| 1Y | -1.2% | -50.9% | +49.7% | -1.1% |
| 3Y | -47.5% | +333.8% | -381.3% | -48.0% |
| 5Y | -36.7% | +40.7% | -77.5% | -37.2% |
| 10Y | +26.9% | -99.8% | +126.6% | +22.3% |
| All | +511.7% | -100.0% | +611.7% | +454.9% |
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 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