+34.1%
FITB vs RCAT
-59.1%
+93.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.3% | +11.8% | +1.9% |
| 7D | +2.3% | -18.5% | +20.9% | +3.2% |
| 30D | +7.7% | -37.0% | +44.7% | +9.7% |
| 3M | -4.5% | -54.9% | +50.4% | -1.5% |
| 6M | +12.5% | -63.6% | +76.1% | +16.1% |
| YTD | +19.8% | -49.6% | +69.3% | +18.1% |
| 1Y | +34.1% | -57.8% | +92.0% | +33.9% |
| All | +34.1% | -59.1% | +93.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling