-98.5%
RCAT vs FDS
+85.5%
-184.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | 0.0% |
| 7D | -1.4% | -1.9% | +0.5% | -0.3% |
| 30D | -3.3% | +9.0% | -12.4% | -8.5% |
| 3M | -43.2% | +18.9% | -62.1% | -50.8% |
| 6M | -43.2% | +35.1% | -78.3% | -55.5% |
| YTD | +5.5% | +5.5% | 0.0% | -3.9% |
| 1Y | -1.6% | -16.8% | +15.2% | +5.4% |
| 3Y | +773.7% | -28.1% | +801.8% | +928.4% |
| 5Y | +187.6% | -17.4% | +205.0% | +187.6% |
| All | -98.5% | +85.5% | -184.0% | -99.3% |
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