+388.4%
FLR vs RCAT
-100.0%
+488.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.3% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | +11.4% | -3.3% | +14.7% | +11.4% |
| 3M | +11.4% | -43.2% | +54.6% | +11.6% |
| 6M | +16.6% | -43.2% | +59.8% | +16.8% |
| YTD | +41.7% | +5.5% | +36.2% | +41.6% |
| 1Y | +35.4% | -1.6% | +37.1% | +35.3% |
| 3Y | +57.3% | +773.7% | -716.4% | +56.2% |
| 5Y | +241.0% | +187.6% | +53.4% | +238.8% |
| 10Y | +16.6% | -98.5% | +115.1% | +14.4% |
| All | +388.4% | -100.0% | +488.4% | +382.3% |
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 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