+135.5%
FITB vs RCAT
+737.0%
-601.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | -4.7% | -3.3% | -1.4% | -4.7% |
| 3M | +6.7% | -43.2% | +49.9% | +8.8% |
| 6M | +12.6% | -43.2% | +55.7% | +13.9% |
| YTD | +19.1% | +5.5% | +13.6% | +16.5% |
| 1Y | +22.6% | -1.6% | +24.3% | +19.4% |
| All | +135.5% | +737.0% | -601.5% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling