+651.7%
FLEX vs RCAT
-99.7%
+751.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.8% |
| 7D | +2.2% | +7.2% | -5.0% | +2.2% |
| 30D | -32.6% | -20.4% | -12.2% | -32.5% |
| 3M | -35.5% | -59.8% | +24.3% | -34.9% |
| 6M | -45.6% | -61.9% | +16.3% | -45.1% |
| YTD | +30.7% | -45.9% | +76.6% | +31.4% |
| 1Y | +28.4% | -50.5% | +78.9% | +29.0% |
| 3Y | +301.7% | +387.5% | -85.8% | +297.8% |
| 5Y | +473.3% | +70.9% | +402.4% | +468.5% |
| 10Y | +651.7% | -99.7% | +751.5% | +685.8% |
| All | +651.7% | -99.7% | +751.5% | +685.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling