+285.6%
FITB vs RCAT
-98.5%
+384.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | -0.4% | -2.3% | +1.9% | -0.4% |
| 30D | -5.1% | -18.7% | +13.6% | -5.0% |
| 3M | +3.5% | -29.3% | +32.8% | +3.8% |
| 6M | +17.2% | -42.3% | +59.5% | +17.5% |
| YTD | +17.6% | +2.5% | +15.1% | +17.2% |
| 1Y | +23.4% | -5.7% | +29.0% | +22.8% |
| 3Y | +129.7% | +764.9% | -635.2% | +122.5% |
| 5Y | +68.4% | +182.3% | -113.9% | +63.6% |
| 10Y | +285.6% | -98.5% | +384.1% | +254.6% |
| All | +285.6% | -98.5% | +384.1% | +254.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling