+473.3%
FLEX vs RCAT
+68.2%
+405.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.6% |
| 7D | +2.2% | +7.2% | -5.0% | +1.5% |
| 30D | -32.6% | -20.4% | -12.2% | -30.8% |
| 3M | -35.5% | -59.8% | +24.3% | -29.1% |
| 6M | -45.6% | -61.9% | +16.3% | -40.6% |
| YTD | +30.7% | -45.9% | +76.6% | +36.8% |
| 1Y | +28.4% | -50.5% | +78.9% | +34.8% |
| 3Y | +301.7% | +387.5% | -85.8% | +240.0% |
| 5Y | +473.3% | +70.9% | +402.4% | +429.8% |
| All | +473.3% | +68.2% | +405.0% | +429.8% |
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