+28,597.2%
FIX vs RCAT
-100.0%
+28,697.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.9% | +3.3% | -11.5% |
| 7D | -27.2% | -32.6% | +5.3% | -27.1% |
| 30D | -46.9% | -46.3% | -0.6% | -46.8% |
| 3M | -44.4% | -60.7% | +16.3% | -44.2% |
| 6M | -50.9% | -67.4% | +16.4% | -50.7% |
| YTD | +3.5% | -57.1% | +60.6% | +3.8% |
| 1Y | -2.1% | -63.8% | +61.7% | -1.9% |
| 3Y | +418.7% | +268.1% | +150.6% | +416.2% |
| 5Y | +894.6% | +25.2% | +869.4% | +890.7% |
| 10Y | +3,465.5% | -99.7% | +3,565.2% | +3,373.9% |
| All | +28,597.2% | -100.0% | +28,697.2% | +23,558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling