-99.8%
RCAT vs FDS
+127.7%
-227.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -5.9% | +1.5% | -7.4% | -6.6% |
| 30D | -19.7% | +14.8% | -34.5% | -26.5% |
| 3M | -62.9% | +16.3% | -79.1% | -66.8% |
| 6M | -59.6% | +66.2% | -125.8% | -72.4% |
| YTD | -52.1% | +16.2% | -68.3% | -59.6% |
| 1Y | -50.9% | +21.8% | -72.7% | -60.4% |
| 3Y | +333.8% | -23.9% | +357.7% | +389.5% |
| 5Y | +40.7% | -23.1% | +63.9% | +51.7% |
| All | -99.8% | +127.7% | -227.5% | -99.9% |
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