+1,046.7%
FIX vs RCAT
+71.1%
+975.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.4% | -2.0% | +8.2% |
| 7D | -7.2% | +1.1% | -8.4% | -7.3% |
| 30D | -35.1% | -22.0% | -13.1% | -33.5% |
| 3M | -34.3% | -51.1% | +16.9% | -29.7% |
| 6M | -42.9% | -56.6% | +13.7% | -38.9% |
| YTD | +19.5% | -43.3% | +62.7% | +23.0% |
| 1Y | +16.8% | -51.5% | +68.3% | +21.3% |
| 3Y | +506.7% | +411.4% | +95.3% | +444.5% |
| 5Y | +1,046.7% | +74.4% | +972.3% | +956.8% |
| All | +1,046.7% | +71.1% | +975.6% | +956.8% |
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 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