+90.8%
FOXA vs RCAT
+248.7%
-157.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.4% |
| 7D | -4.0% | -1.4% | -2.5% | -3.9% |
| 30D | +12.0% | -3.3% | +15.3% | +12.0% |
| 3M | +0.3% | -43.2% | +43.5% | +0.7% |
| 6M | +12.5% | -43.2% | +55.7% | +12.8% |
| YTD | -9.6% | +5.5% | -15.2% | -10.0% |
| 1Y | +8.6% | -1.6% | +10.2% | +8.0% |
| 3Y | +118.5% | +773.7% | -655.2% | +112.2% |
| 5Y | +88.8% | +187.6% | -98.9% | +83.6% |
| All | +90.8% | +248.7% | -157.9% | +83.5% |
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 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