-54.0%
RCAT vs FGI
+45.2%
-99.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -5.6% | -4.1% | -1.5% | -5.5% |
| 30D | -27.0% | -3.4% | -23.7% | -27.0% |
| 3M | -57.9% | +61.8% | -119.7% | -58.1% |
| 6M | -59.4% | +17.0% | -76.4% | -59.7% |
| YTD | -46.9% | +31.4% | -78.3% | -47.6% |
| 1Y | -54.0% | +42.7% | -96.7% | -55.7% |
| All | -54.0% | +45.2% | -99.2% | -55.7% |
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