+2,105.4%
FIX vs RCAT
+183.7%
+1,921.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.1% |
| 7D | +6.0% | -1.4% | +7.4% | +6.2% |
| 30D | -7.2% | -3.3% | -3.9% | -7.1% |
| 3M | -15.9% | -43.2% | +27.4% | -12.0% |
| 6M | +12.7% | -43.2% | +55.9% | +16.4% |
| YTD | +72.8% | +5.5% | +67.2% | +67.8% |
| 1Y | +122.9% | -1.6% | +124.5% | +115.3% |
| 3Y | +774.3% | +773.7% | +0.6% | +639.1% |
| All | +2,105.4% | +183.7% | +1,921.7% | +1,800.5% |
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