-49.8%
FLUT vs RCAT
+41.8%
-91.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | -0.7% | -5.9% | +5.2% | -0.5% |
| 30D | +9.3% | -19.7% | +28.9% | +9.9% |
| 3M | -17.5% | -62.9% | +45.4% | -14.4% |
| 6M | -14.6% | -59.6% | +45.0% | -12.4% |
| YTD | -62.3% | -52.1% | -10.2% | -61.8% |
| 1Y | -59.6% | -50.9% | -8.7% | -59.3% |
| 3Y | -45.3% | +333.8% | -379.1% | -48.9% |
| All | -49.8% | +41.8% | -91.6% | -52.4% |
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