+180.9%
RCAT vs FDS
-17.4%
+198.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.0% |
| 7D | -1.4% | -1.9% | +0.5% | -0.8% |
| 30D | -3.3% | +9.0% | -12.4% | -5.9% |
| 3M | -43.2% | +18.9% | -62.1% | -47.1% |
| 6M | -43.2% | +35.1% | -78.3% | -49.9% |
| YTD | +5.5% | +5.5% | 0.0% | +2.6% |
| 1Y | -1.6% | -16.8% | +15.2% | +7.8% |
| 3Y | +773.7% | -28.1% | +801.8% | +927.4% |
| All | +180.9% | -17.4% | +198.3% | +347.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling