-26.1%
FLUT vs RCAT
-99.6%
+73.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.4% | -11.0% | +0.3% |
| 7D | -6.5% | +1.1% | -7.6% | -6.5% |
| 30D | +2.8% | -22.0% | +24.8% | +2.8% |
| 3M | -13.5% | -51.1% | +37.7% | -13.3% |
| 6M | -19.0% | -56.6% | +37.6% | -18.9% |
| YTD | -61.9% | -43.3% | -18.6% | -61.8% |
| 1Y | -63.2% | -51.5% | -11.7% | -63.2% |
| 3Y | -46.0% | +411.4% | -457.4% | -45.9% |
| 5Y | -51.8% | +74.4% | -126.2% | -51.7% |
| 10Y | -26.1% | -99.6% | +73.5% | -24.5% |
| All | -26.1% | -99.6% | +73.5% | -24.5% |
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 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