+340.2%
FLR vs RCAT
-100.0%
+440.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +6.3% | +7.2% | -0.9% | +6.3% |
| 30D | +1.8% | -20.4% | +22.2% | +1.9% |
| 3M | -4.4% | -59.8% | +55.4% | -4.2% |
| 6M | +15.9% | -61.9% | +77.7% | +16.1% |
| YTD | +27.7% | -45.9% | +73.6% | +27.9% |
| 1Y | +11.6% | -50.5% | +62.1% | +11.7% |
| 3Y | +39.9% | +387.5% | -347.6% | +39.1% |
| 5Y | +127.5% | +70.9% | +56.6% | +126.5% |
| 10Y | +11.6% | -99.7% | +111.3% | +9.7% |
| All | +340.2% | -100.0% | +440.2% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling