+948.1%
FIX vs RCAT
+46.9%
+901.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +18.6% | -13.2% | +3.4% |
| 7D | -17.5% | -12.7% | -4.7% | -16.2% |
| 30D | -41.6% | -34.3% | -7.3% | -39.0% |
| 3M | -40.6% | -53.4% | +12.8% | -36.1% |
| 6M | -49.4% | -62.0% | +12.6% | -45.1% |
| YTD | +9.2% | -49.1% | +58.2% | +13.7% |
| 1Y | +6.5% | -53.1% | +59.6% | +11.2% |
| 3Y | +448.7% | +318.7% | +130.1% | +399.9% |
| All | +948.1% | +46.9% | +901.2% | +877.6% |
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