+416.7%
FLEX vs RCAT
+46.9%
+369.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +18.6% | -14.1% | +2.4% |
| 7D | -19.3% | -12.7% | -6.6% | -18.0% |
| 30D | -41.5% | -34.3% | -7.2% | -38.8% |
| 3M | -43.1% | -53.4% | +10.3% | -38.5% |
| 6M | -48.2% | -62.0% | +13.7% | -43.4% |
| YTD | +15.5% | -49.1% | +64.5% | +21.6% |
| 1Y | +10.2% | -53.1% | +63.3% | +16.3% |
| 3Y | +256.8% | +318.7% | -61.8% | +206.0% |
| All | +416.7% | +46.9% | +369.8% | +385.4% |
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