+56.7%
FND vs RCAT
-96.7%
+153.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.7% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | -19.9% | -3.3% | -16.5% | -19.9% |
| 3M | +2.7% | -43.2% | +45.9% | +3.2% |
| 6M | -21.7% | -43.2% | +21.5% | -21.4% |
| YTD | -17.5% | +5.5% | -23.1% | -17.8% |
| 1Y | -39.3% | -1.6% | -37.7% | -39.5% |
| 3Y | -49.8% | +773.7% | -823.5% | -51.0% |
| 5Y | -60.1% | +187.6% | -247.7% | -61.0% |
| All | +56.7% | -96.7% | +153.4% | +32.7% |
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