-8.1%
FRSH vs RCAT
-12.9%
+4.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -11.2% | -5.4% | -5.8% | -11.0% |
| 30D | -0.8% | -24.2% | +23.4% | 0.0% |
| 3M | +26.4% | -25.8% | +52.2% | +27.4% |
| 6M | +48.4% | -44.9% | +93.3% | +50.8% |
| YTD | -3.1% | +1.9% | -5.0% | -2.8% |
| All | -8.1% | -12.9% | +4.8% | -6.9% |
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