+318.7%
RCAT vs FDS
-23.2%
+341.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -3.7% | +22.3% | +19.2% |
| 7D | -12.7% | -0.5% | -12.2% | -12.9% |
| 30D | -34.3% | +20.2% | -54.5% | -37.0% |
| 3M | -53.4% | +19.9% | -73.3% | -55.5% |
| 6M | -62.0% | +56.2% | -118.1% | -67.5% |
| YTD | -49.1% | +14.6% | -63.6% | -50.1% |
| 1Y | -53.1% | +31.6% | -84.7% | -58.5% |
| 3Y | +318.7% | -23.8% | +342.5% | +383.5% |
| All | +318.7% | -23.2% | +341.8% | +383.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling