+408.3%
FISV vs RCAT
-100.0%
+508.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -2.1% | -3.3% | +1.3% | -2.0% |
| 3M | -5.7% | -43.2% | +37.5% | -5.6% |
| 6M | -15.3% | -43.2% | +27.8% | -15.3% |
| YTD | -21.1% | +5.5% | -26.6% | -21.2% |
| 1Y | -61.1% | -1.6% | -59.4% | -61.1% |
| 3Y | -56.8% | +773.7% | -830.5% | -57.3% |
| 5Y | -54.2% | +187.6% | -241.8% | -54.6% |
| 10Y | +1.6% | -98.5% | +100.0% | -2.5% |
| All | +408.3% | -100.0% | +508.3% | +360.2% |
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