-57.8%
RCAT vs FDS
+31.1%
-88.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.9% | -13.2% | -10.1% |
| 7D | -18.5% | +9.4% | -28.0% | -18.1% |
| 30D | -37.0% | +23.8% | -60.7% | -36.5% |
| 3M | -54.9% | +25.1% | -80.0% | -54.5% |
| 6M | -63.6% | +53.8% | -117.4% | -64.3% |
| YTD | -49.6% | +19.6% | -69.1% | -50.7% |
| 1Y | -57.8% | +31.6% | -89.5% | -60.4% |
| All | -57.8% | +31.1% | -88.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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