+3.0%
FLR vs RCAT
-99.8%
+102.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.0% |
| 7D | +5.4% | -5.9% | +11.3% | +5.5% |
| 30D | +2.8% | -19.7% | +22.5% | +3.1% |
| 3M | -6.4% | -62.9% | +56.5% | -5.4% |
| 6M | +8.8% | -59.6% | +68.3% | +9.7% |
| YTD | +23.6% | -52.1% | +75.7% | +24.2% |
| 1Y | +13.8% | -50.9% | +64.7% | +14.3% |
| 3Y | +36.5% | +333.8% | -297.3% | +33.9% |
| 5Y | +119.3% | +40.7% | +78.6% | +116.0% |
| All | +3.0% | -99.8% | +102.8% | -2.5% |
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