-1.6%
RCAT vs FGI
+81.8%
-83.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -2.1% |
| 7D | -1.4% | +0.5% | -2.0% | -1.4% |
| 30D | -3.3% | +65.4% | -68.8% | -5.6% |
| 3M | -43.2% | +23.5% | -66.7% | -44.2% |
| 6M | -43.2% | +60.5% | -103.7% | -46.5% |
| YTD | +5.5% | +30.0% | -24.5% | +0.6% |
| 1Y | -1.6% | +82.1% | -83.7% | -8.7% |
| All | -1.6% | +81.8% | -83.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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