-57.8%
RCAT vs FGI
+38.7%
-96.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.0% | -5.3% | -10.2% |
| 7D | -18.5% | +3.3% | -21.9% | -18.5% |
| 30D | -37.0% | -2.0% | -34.9% | -36.9% |
| 3M | -54.9% | +60.3% | -115.1% | -55.2% |
| 6M | -63.6% | +0.7% | -64.4% | -64.0% |
| YTD | -49.6% | +30.2% | -79.7% | -50.5% |
| 1Y | -57.8% | +44.4% | -102.2% | -64.6% |
| All | -57.8% | +38.7% | -96.5% | -64.6% |
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