+301.7%
FLEX vs RCAT
-100.0%
+401.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +18.6% | -14.1% | +4.5% |
| 7D | -19.3% | -12.7% | -6.6% | -19.3% |
| 30D | -41.5% | -34.3% | -7.2% | -41.4% |
| 3M | -43.1% | -53.4% | +10.3% | -43.0% |
| 6M | -48.2% | -62.0% | +13.7% | -48.1% |
| YTD | +15.5% | -49.1% | +64.5% | +15.7% |
| 1Y | +10.2% | -53.1% | +63.3% | +10.4% |
| 3Y | +256.8% | +318.7% | -61.8% | +254.9% |
| 5Y | +408.2% | +48.5% | +359.7% | +405.9% |
| 10Y | +580.8% | -99.6% | +680.4% | +563.0% |
| All | +301.7% | -100.0% | +401.7% | +161.1% |
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