-100.0%
RCAT vs FDS
+1,465.4%
-1,565.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.2% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | -3.3% | +9.0% | -12.4% | -5.5% |
| 3M | -43.2% | +18.9% | -62.1% | -46.3% |
| 6M | -43.2% | +35.1% | -78.3% | -48.2% |
| YTD | +5.5% | +5.5% | 0.0% | +1.7% |
| 1Y | -1.6% | -16.8% | +15.2% | +0.5% |
| 3Y | +773.7% | -28.1% | +801.8% | +827.2% |
| 5Y | +187.6% | -17.4% | +205.0% | +194.3% |
| 10Y | -98.5% | +85.4% | -183.9% | -98.6% |
| All | -100.0% | +1,465.4% | -1,565.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling