+254.1%
FLR vs RCAT
+192.8%
+61.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.5% |
| 7D | +0.7% | +5.4% | -4.7% | +0.2% |
| 30D | -0.7% | -5.6% | +4.9% | -0.4% |
| 3M | +14.3% | -30.2% | +44.6% | +17.1% |
| 6M | +25.6% | -43.4% | +69.0% | +29.1% |
| YTD | +42.9% | +9.6% | +33.2% | +37.8% |
| 1Y | +38.7% | -2.0% | +40.7% | +33.4% |
| 3Y | +61.8% | +825.0% | -763.2% | +28.7% |
| 5Y | +254.1% | +199.8% | +54.3% | +190.2% |
| All | +254.1% | +192.8% | +61.3% | +190.2% |
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