+80.5%
FITB vs RCAT
-100.0%
+180.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.6% | -19.4% | -0.8% |
| 7D | -1.5% | -12.7% | +11.2% | -1.5% |
| 30D | +5.8% | -34.3% | +40.1% | +5.9% |
| 3M | -6.1% | -53.4% | +47.3% | -6.0% |
| 6M | +5.9% | -62.0% | +67.9% | +6.1% |
| YTD | +16.1% | -49.1% | +65.2% | +16.2% |
| 1Y | +28.8% | -53.1% | +82.0% | +28.9% |
| 3Y | +126.0% | +318.7% | -192.6% | +125.0% |
| 5Y | +45.3% | +48.5% | -3.2% | +44.7% |
| 10Y | +255.4% | -99.6% | +355.0% | +254.1% |
| All | +80.5% | -100.0% | +180.5% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling