-35.7%
AUR vs RCAT
+99.5%
-135.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +1.4% | -4.9% | +6.3% | +2.1% |
| 30D | -6.4% | -22.9% | +16.5% | -2.8% |
| 3M | +7.7% | -33.7% | +41.4% | +13.5% |
| 6M | +44.5% | -50.7% | +95.2% | +55.7% |
| YTD | +67.4% | +0.4% | +67.1% | +60.2% |
| 1Y | +15.4% | -27.6% | +43.1% | +14.1% |
| 3Y | +94.8% | +753.2% | -658.3% | +33.8% |
| 5Y | -35.1% | +183.3% | -218.4% | -53.7% |
| All | -35.7% | +99.5% | -135.2% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling