-99.6%
RCAT vs UDR
+53.1%
-152.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -5.6% | +2.0% | -7.6% | -6.8% |
| 30D | -27.0% | +7.9% | -34.9% | -30.1% |
| 3M | -57.9% | -1.5% | -56.4% | -57.8% |
| 6M | -59.4% | +0.9% | -60.3% | -60.4% |
| YTD | -46.9% | +4.0% | -50.9% | -49.5% |
| 1Y | -54.0% | +10.4% | -64.4% | -57.9% |
| 3Y | +378.4% | +26.9% | +351.5% | +305.7% |
| 5Y | +61.9% | -19.4% | +81.3% | +74.9% |
| 10Y | -99.6% | +57.0% | -156.6% | -99.8% |
| All | -99.6% | +53.1% | -152.8% | -99.8% |
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