-34.9%
AUR vs RCAT
+117.9%
-152.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.1% |
| 7D | +19.2% | +5.4% | +13.8% | +18.3% |
| 30D | -7.8% | -5.6% | -2.2% | -7.2% |
| 3M | +4.0% | -30.2% | +34.2% | +8.7% |
| 6M | +45.0% | -43.4% | +88.4% | +52.8% |
| YTD | +69.5% | +9.6% | +59.9% | +60.1% |
| 1Y | +13.0% | -2.0% | +15.0% | +6.7% |
| 3Y | +90.4% | +825.0% | -734.6% | +29.2% |
| 5Y | -34.2% | +199.8% | -234.0% | -53.6% |
| All | -34.9% | +117.9% | -152.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling