+23.9%
FITB vs RCAT
+1.5%
+22.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.8% |
| 7D | +2.8% | +5.4% | -2.6% | +2.6% |
| 30D | -4.5% | -5.6% | +1.1% | -4.4% |
| 3M | +5.7% | -30.2% | +35.9% | +6.7% |
| 6M | +17.1% | -43.4% | +60.5% | +18.4% |
| YTD | +18.3% | +9.6% | +8.7% | +14.8% |
| 1Y | +23.9% | -2.0% | +25.9% | +24.6% |
| All | +23.9% | +1.5% | +22.4% | +24.6% |
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 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