+8.4%
FLR vs RCAT
-99.6%
+108.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.3% |
| 7D | +5.1% | -5.6% | +10.7% | +5.2% |
| 30D | -0.5% | -27.0% | +26.6% | -0.1% |
| 3M | -3.5% | -57.9% | +54.4% | -2.6% |
| 6M | +16.5% | -59.4% | +75.9% | +17.4% |
| YTD | +27.3% | -46.9% | +74.2% | +27.8% |
| 1Y | +10.6% | -54.0% | +64.7% | +11.2% |
| 3Y | +39.4% | +378.4% | -339.0% | +36.6% |
| 5Y | +126.4% | +61.9% | +64.5% | +122.6% |
| 10Y | +8.4% | -99.6% | +108.0% | +1.9% |
| All | +8.4% | -99.6% | +108.0% | +1.9% |
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