+91.7%
FOXA vs RCAT
+64.0%
+27.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +4.9% | -3.3% |
| 7D | -2.9% | +15.6% | -18.5% | -3.1% |
| 30D | +5.1% | -24.1% | +29.2% | +5.4% |
| 3M | +4.7% | -61.9% | +66.5% | +5.6% |
| 6M | -0.2% | -64.3% | +64.1% | +0.5% |
| YTD | -9.2% | -50.4% | +41.1% | -9.0% |
| 1Y | -0.6% | -54.0% | +53.5% | -0.3% |
| 3Y | +125.7% | +347.2% | -221.5% | +120.4% |
| 5Y | +70.2% | +45.7% | +24.4% | +66.7% |
| All | +91.7% | +64.0% | +27.7% | +85.6% |
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