+102.4%
FN vs RCAT
+339.1%
-236.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +18.6% | -7.0% | +9.9% |
| 7D | 0.0% | -12.7% | +12.7% | +1.2% |
| 30D | -34.3% | -34.3% | 0.0% | -31.9% |
| 3M | -39.9% | -53.4% | +13.5% | -36.2% |
| 6M | -51.8% | -62.0% | +10.1% | -48.5% |
| YTD | -28.1% | -49.1% | +20.9% | -25.0% |
| 1Y | -29.1% | -53.1% | +24.1% | -25.9% |
| 3Y | +102.4% | +318.7% | -216.2% | +105.8% |
| All | +102.4% | +339.1% | -236.7% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling