+349.2%
RCAT vs FDS
-23.5%
+372.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.3% | -8.1% |
| 7D | +15.6% | -2.6% | +18.1% | +15.9% |
| 30D | -24.1% | +14.1% | -38.2% | -26.4% |
| 3M | -61.9% | +19.8% | -81.6% | -63.6% |
| 6M | -64.3% | +55.0% | -119.3% | -69.4% |
| YTD | -50.4% | +15.9% | -66.3% | -51.5% |
| 1Y | -54.0% | +24.2% | -78.2% | -57.4% |
| All | +349.2% | -23.5% | +372.7% | +424.8% |
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 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