-65.8%
FLUT vs RCAT
-2.3%
-63.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +7.7% | -3.3% | +11.1% | +7.9% |
| 3M | -0.7% | -43.2% | +42.5% | +2.6% |
| 6M | -11.2% | -43.2% | +32.0% | -9.1% |
| YTD | -53.4% | +5.5% | -59.0% | -55.2% |
| 1Y | -65.8% | -1.6% | -64.1% | -67.0% |
| All | -65.8% | -2.3% | -63.4% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling