-99.7%
RCAT vs FDS
+132.8%
-232.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.5% |
| 7D | +7.2% | -2.1% | +9.4% | +8.1% |
| 30D | -20.4% | +16.0% | -36.4% | -27.6% |
| 3M | -59.8% | +18.8% | -78.6% | -64.5% |
| 6M | -61.9% | +54.1% | -116.0% | -72.5% |
| YTD | -45.9% | +17.0% | -62.9% | -54.5% |
| 1Y | -50.5% | +25.5% | -76.0% | -60.9% |
| 3Y | +387.5% | -23.3% | +410.8% | +447.6% |
| 5Y | +70.9% | -22.6% | +93.5% | +83.7% |
| 10Y | -99.7% | +130.2% | -229.9% | -99.8% |
| All | -99.7% | +132.8% | -232.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling