+59.9%
FND vs RCAT
-98.4%
+158.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -0.6% |
| 7D | +7.7% | -12.7% | +20.4% | +7.8% |
| 30D | +11.9% | -34.3% | +46.2% | +12.2% |
| 3M | -14.6% | -53.4% | +38.8% | -14.0% |
| 6M | +0.5% | -62.0% | +62.4% | +1.2% |
| YTD | -15.8% | -49.1% | +33.2% | -15.6% |
| 1Y | -12.9% | -53.1% | +40.2% | -12.7% |
| 3Y | -34.2% | +318.7% | -352.8% | -35.4% |
| 5Y | -61.6% | +48.5% | -110.1% | -62.2% |
| All | +59.9% | -98.4% | +158.3% | +36.3% |
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