+20.2%
FLR vs RCAT
-98.5%
+118.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -3.1% |
| 7D | -3.1% | -2.3% | -0.8% | -3.1% |
| 30D | +4.9% | -18.7% | +23.6% | +5.2% |
| 3M | +10.8% | -29.3% | +40.1% | +11.2% |
| 6M | +19.7% | -42.3% | +62.0% | +20.1% |
| YTD | +38.4% | +2.5% | +35.8% | +37.9% |
| 1Y | +34.7% | -5.7% | +40.4% | +34.2% |
| 3Y | +56.7% | +764.9% | -708.2% | +52.5% |
| 5Y | +241.6% | +182.3% | +59.3% | +233.4% |
| 10Y | +20.2% | -98.5% | +118.7% | +9.8% |
| All | +20.2% | -98.5% | +118.7% | +9.8% |
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