-22.1%
FPS vs RCAT
-62.2%
+40.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +11.4% | +4.6% | +11.9% |
| 7D | -8.0% | +1.1% | -9.1% | -7.9% |
| 30D | -43.5% | -22.0% | -21.5% | -39.0% |
| 3M | -41.6% | -51.1% | +9.5% | -29.2% |
| 6M | -44.0% | -56.6% | +12.6% | -31.8% |
| All | -22.1% | -62.2% | +40.1% | -8.4% |
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