-9.0%
AUR vs RCAT
-59.1%
+50.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.3% | +5.9% | -2.1% |
| 7D | -19.8% | -18.5% | -1.3% | -16.2% |
| 30D | -29.0% | -37.0% | +7.9% | -21.6% |
| 3M | -43.6% | -54.9% | +11.3% | -33.3% |
| 6M | -36.6% | -63.6% | +27.0% | -23.6% |
| YTD | +6.3% | -49.6% | +55.8% | +9.9% |
| 1Y | -9.0% | -57.8% | +48.8% | +0.3% |
| All | -9.0% | -59.1% | +50.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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