-50.9%
RCAT vs FDS
+26.9%
-77.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.7% | +11.3% |
| 7D | +1.1% | -5.0% | +6.1% | +0.7% |
| 30D | -22.0% | +13.8% | -35.8% | -21.5% |
| 3M | -51.1% | +14.8% | -66.0% | -50.7% |
| 6M | -56.6% | +47.4% | -104.0% | -57.0% |
| YTD | -43.3% | +14.2% | -57.4% | -46.6% |
| All | -50.9% | +26.9% | -77.8% | -49.1% |
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