-53.1%
RCAT vs FGI
+46.9%
-100.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.8% | +19.4% | +18.7% |
| 7D | -12.7% | -7.0% | -5.8% | -12.6% |
| 30D | -34.3% | -4.2% | -30.1% | -34.3% |
| 3M | -53.4% | +55.6% | -109.0% | -53.7% |
| 6M | -62.0% | -3.2% | -58.8% | -62.3% |
| YTD | -49.1% | +29.1% | -78.2% | -49.9% |
| 1Y | -53.1% | +51.0% | -104.1% | -58.4% |
| All | -53.1% | +46.9% | -100.0% | -58.4% |
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