+1,658.1%
FLUT vs RCAT
-100.0%
+1,758.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.6% | -20.2% | -1.5% |
| 7D | -1.1% | -12.7% | +11.7% | -1.1% |
| 30D | +7.7% | -34.3% | +42.0% | +7.7% |
| 3M | -12.2% | -53.4% | +41.2% | -12.1% |
| 6M | -17.6% | -62.0% | +44.4% | -17.5% |
| YTD | -62.0% | -49.1% | -13.0% | -62.0% |
| 1Y | -62.3% | -53.1% | -9.1% | -62.2% |
| 3Y | -52.0% | +318.7% | -370.6% | -52.0% |
| 5Y | -51.8% | +48.5% | -100.3% | -51.8% |
| 10Y | -26.3% | -99.6% | +73.3% | -26.6% |
| All | +1,658.1% | -100.0% | +1,758.1% | +1,686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling