-82.4%
FRMI vs RCAT
-15.3%
-67.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.9% | +7.6% | +10.3% |
| 7D | +23.3% | +5.4% | +17.9% | +21.3% |
| 30D | -7.6% | -5.6% | -2.0% | -6.0% |
| 3M | +0.2% | -30.2% | +30.4% | +9.5% |
| 6M | -28.7% | -43.4% | +14.7% | -20.0% |
| YTD | -28.6% | +9.6% | -38.3% | -37.7% |
| All | -82.4% | -15.3% | -67.2% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling