+121.4%
FLR vs RCAT
+71.1%
+50.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.4% | -3.1% | +7.2% |
| 7D | +8.5% | +1.1% | +7.4% | +8.2% |
| 30D | -0.7% | -22.0% | +21.3% | +1.3% |
| 3M | -11.7% | -51.1% | +39.4% | -6.4% |
| 6M | +16.2% | -56.6% | +72.8% | +23.1% |
| YTD | +27.0% | -43.3% | +70.3% | +29.3% |
| 1Y | +10.1% | -51.5% | +61.6% | +13.0% |
| 3Y | +46.2% | +411.4% | -365.2% | +22.3% |
| 5Y | +121.4% | +74.4% | +47.0% | +100.3% |
| All | +121.4% | +71.1% | +50.3% | +100.3% |
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