+203.1%
FITB vs RCAT
-99.8%
+302.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.8% |
| 7D | +0.8% | +15.6% | -14.7% | +0.7% |
| 30D | +7.3% | -24.1% | +31.4% | +7.5% |
| 3M | -6.3% | -61.9% | +55.6% | -5.6% |
| 6M | +12.6% | -64.3% | +76.9% | +13.3% |
| YTD | +18.0% | -50.4% | +68.4% | +18.2% |
| 1Y | +28.9% | -54.0% | +82.9% | +29.2% |
| 3Y | +139.4% | +347.2% | -207.8% | +133.7% |
| 5Y | +47.2% | +45.7% | +1.5% | +44.2% |
| All | +203.1% | -99.8% | +302.9% | +194.8% |
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