+3,644.4%
FIX vs RCAT
-99.6%
+3,744.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.6% |
| 7D | -13.9% | -5.6% | -8.3% | -13.9% |
| 30D | -35.5% | -27.0% | -8.5% | -35.3% |
| 3M | -33.9% | -57.9% | +24.0% | -33.3% |
| 6M | -43.3% | -59.4% | +16.1% | -42.8% |
| YTD | +18.7% | -46.9% | +65.6% | +19.2% |
| 1Y | +13.8% | -54.0% | +67.8% | +14.4% |
| 3Y | +495.0% | +378.4% | +116.5% | +488.0% |
| 5Y | +1,049.0% | +61.9% | +987.1% | +1,037.8% |
| 10Y | +3,644.4% | -99.6% | +3,744.0% | +3,673.4% |
| All | +3,644.4% | -99.6% | +3,744.0% | +3,673.4% |
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 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