+101.5%
RCAT vs FGI
-70.3%
+171.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | 0.0% | -14.8% | -14.9% |
| 7D | -32.6% | -11.6% | -21.0% | -32.3% |
| 30D | -46.3% | -3.3% | -43.0% | -46.2% |
| 3M | -60.7% | +65.6% | -126.3% | -61.9% |
| 6M | -67.4% | -2.8% | -64.6% | -67.9% |
| YTD | -57.1% | +30.1% | -87.2% | -59.3% |
| 1Y | -63.8% | +50.2% | -113.9% | -66.0% |
| 3Y | +268.1% | -0.4% | +268.5% | +243.8% |
| All | +101.5% | -70.3% | +171.8% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling