-54.0%
RCAT vs UDR
+11.3%
-65.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.5% |
| 7D | -5.6% | +2.0% | -7.6% | -4.1% |
| 30D | -27.0% | +7.9% | -34.9% | -23.4% |
| 3M | -57.9% | -1.5% | -56.4% | -58.3% |
| 6M | -59.4% | +0.9% | -60.3% | -59.4% |
| YTD | -46.9% | +4.0% | -50.9% | -43.3% |
| 1Y | -54.0% | +10.4% | -64.4% | -48.7% |
| All | -54.0% | +11.3% | -65.3% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling