-98.5%
RCAT vs UDR
+44.7%
-143.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.5% |
| 7D | -2.3% | -3.3% | +1.0% | -0.7% |
| 30D | -18.7% | -5.6% | -13.1% | -16.5% |
| 3M | -29.3% | -9.4% | -19.9% | -26.5% |
| 6M | -42.3% | -3.0% | -39.4% | -42.6% |
| YTD | +2.5% | -0.4% | +2.9% | +0.2% |
| 1Y | -5.7% | -5.1% | -0.5% | -5.5% |
| 3Y | +764.9% | +4.2% | +760.7% | +721.5% |
| 5Y | +182.3% | -19.5% | +201.8% | +203.1% |
| 10Y | -98.5% | +47.9% | -146.4% | -98.7% |
| All | -98.5% | +44.7% | -143.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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