-22.0%
FND vs RCAT
-54.8%
+32.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.9% |
| 7D | -6.8% | -5.9% | -0.9% | -6.3% |
| 30D | +8.0% | -19.7% | +27.6% | +9.6% |
| 3M | -18.9% | -62.9% | +43.9% | -12.6% |
| 6M | +4.7% | -59.6% | +64.3% | +10.6% |
| YTD | -21.6% | -52.1% | +30.5% | -22.1% |
| 1Y | -22.0% | -50.9% | +28.9% | -23.5% |
| All | -22.0% | -54.8% | +32.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling