-88.2%
FRMI vs RCAT
-53.2%
-35.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -8.3% | +22.1% | +16.9% |
| 7D | +34.6% | +15.6% | +19.1% | +25.9% |
| 30D | -44.6% | -24.1% | -20.5% | -38.6% |
| 3M | -72.9% | -61.9% | -11.0% | -62.0% |
| 6M | -62.3% | -64.3% | +2.0% | -48.8% |
| YTD | -74.3% | -50.4% | -23.9% | -73.7% |
| All | -88.2% | -53.2% | -35.1% | -88.2% |
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