-93.2%
FRMI vs RCAT
-59.1%
-34.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -10.3% | -0.3% | -6.6% |
| 7D | -39.7% | -18.5% | -21.2% | -34.5% |
| 30D | -55.2% | -37.0% | -18.2% | -46.3% |
| 3M | -71.2% | -54.9% | -16.3% | -61.3% |
| 6M | -64.1% | -63.6% | -0.5% | -50.7% |
| YTD | -77.2% | -49.6% | -27.7% | -77.1% |
| 1Y | -93.2% | -57.8% | -35.4% | -92.5% |
| All | -93.2% | -59.1% | -34.0% | -92.5% |
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 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