-85.1%
FRMI vs RCAT
-54.8%
-30.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -3.4% | +30.1% | +28.0% |
| 7D | +66.2% | -5.9% | +72.2% | +68.7% |
| 30D | -17.4% | -19.7% | +2.3% | -10.8% |
| 3M | -60.5% | -62.9% | +2.4% | -44.2% |
| 6M | -56.5% | -59.6% | +3.1% | -42.8% |
| YTD | -67.4% | -52.1% | -15.3% | -66.3% |
| 1Y | -85.1% | -50.9% | -34.2% | -84.9% |
| All | -85.1% | -54.8% | -30.3% | -84.9% |
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