-34.4%
AUR vs RCAT
+179.4%
-213.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +1.0% |
| 7D | +11.1% | -2.3% | +13.4% | +11.6% |
| 30D | -6.9% | -18.7% | +11.8% | -3.5% |
| 3M | +5.5% | -29.3% | +34.8% | +11.0% |
| 6M | +41.0% | -42.3% | +83.3% | +49.6% |
| YTD | +69.3% | +2.5% | +66.7% | +59.1% |
| 1Y | +14.0% | -5.7% | +19.7% | +6.4% |
| 3Y | +90.1% | +764.9% | -674.8% | +11.0% |
| All | -34.4% | +179.4% | -213.8% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling