+420.4%
FIX vs RCAT
+270.1%
+150.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.9% | +3.3% | -9.7% |
| 7D | -27.2% | -32.6% | +5.3% | -23.4% |
| 30D | -46.9% | -46.3% | -0.6% | -42.6% |
| 3M | -44.4% | -60.7% | +16.3% | -38.0% |
| 6M | -50.9% | -67.4% | +16.4% | -44.8% |
| YTD | +3.5% | -57.1% | +60.6% | +11.0% |
| 1Y | -2.1% | -63.8% | +61.7% | +6.2% |
| All | +420.4% | +270.1% | +150.3% | +383.8% |
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