+1,005.1%
FLEX vs RCAT
-98.5%
+1,103.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -10.1% | -3.3% | -6.8% | -10.1% |
| 3M | -31.3% | -43.2% | +11.9% | -31.0% |
| 6M | +71.3% | -43.2% | +114.4% | +71.9% |
| YTD | +81.2% | +5.5% | +75.7% | +80.9% |
| 1Y | +98.5% | -1.6% | +100.1% | +98.0% |
| 3Y | +428.2% | +773.7% | -345.5% | +418.8% |
| 5Y | +657.3% | +187.6% | +469.6% | +644.8% |
| All | +1,005.1% | -98.5% | +1,103.5% | +916.3% |
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