-9.2%
FLUT vs RCAT
-98.4%
+89.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.6% |
| 7D | +3.8% | +5.4% | -1.6% | +3.8% |
| 30D | +6.3% | -5.6% | +11.9% | +6.3% |
| 3M | -4.0% | -30.2% | +26.2% | -4.0% |
| 6M | -10.3% | -43.4% | +33.1% | -10.2% |
| YTD | -53.2% | +9.6% | -62.8% | -53.2% |
| 1Y | -65.0% | -2.0% | -63.1% | -65.1% |
| 3Y | -43.9% | +825.0% | -868.9% | -43.9% |
| 5Y | -49.2% | +199.8% | -249.1% | -49.2% |
| 10Y | -9.2% | -98.4% | +89.2% | -7.1% |
| All | -9.2% | -98.4% | +89.2% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling