+71.6%
FITB vs RCAT
+183.7%
-112.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 6M | +12.6% | -43.2% | +55.7% | +14.3% |
| YTD | +19.1% | +5.5% | +13.6% | +15.7% |
| 1Y | +22.6% | -1.6% | +24.3% | +18.2% |
| 3Y | +127.1% | +773.7% | -646.6% | +76.2% |
| All | +71.6% | +183.7% | -112.1% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling