-51.1%
FLUT vs RCAT
+183.7%
-234.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | -0.7% | -43.2% | +42.5% | +1.1% |
| 6M | -11.2% | -43.2% | +32.0% | -10.1% |
| YTD | -53.4% | +5.5% | -59.0% | -54.1% |
| 1Y | -65.8% | -1.6% | -64.1% | -66.4% |
| 3Y | -44.9% | +773.7% | -818.6% | -49.0% |
| All | -51.1% | +183.7% | -234.8% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling