+3,759.0%
FIX vs RCAT
-99.7%
+3,858.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +5.0% |
| 7D | +6.4% | +7.2% | -0.8% | +6.4% |
| 30D | -29.1% | -20.4% | -8.7% | -28.9% |
| 3M | -31.1% | -59.8% | +28.6% | -30.5% |
| 6M | -42.8% | -61.9% | +19.1% | -42.3% |
| YTD | +24.6% | -45.9% | +70.5% | +25.2% |
| 1Y | +21.9% | -50.5% | +72.5% | +22.5% |
| 3Y | +524.9% | +387.5% | +137.4% | +517.7% |
| 5Y | +1,092.2% | +70.9% | +1,021.3% | +1,080.4% |
| 10Y | +3,759.0% | -99.7% | +3,858.8% | +3,850.1% |
| All | +3,759.0% | -99.7% | +3,858.8% | +3,850.1% |
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 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