-100.0%
RCAT vs UDR
+718.0%
-818.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.2% | +19.8% | +18.6% |
| 7D | -12.7% | +3.0% | -15.7% | -12.7% |
| 30D | -34.3% | +10.3% | -44.6% | -34.1% |
| 3M | -53.4% | -2.9% | -50.5% | -53.4% |
| 6M | -62.0% | +0.3% | -62.3% | -61.9% |
| YTD | -49.1% | +3.8% | -52.8% | -49.0% |
| 1Y | -53.1% | +12.7% | -65.9% | -53.0% |
| 3Y | +318.7% | +27.6% | +291.1% | +324.3% |
| 5Y | +48.5% | -18.6% | +67.1% | +46.7% |
| 10Y | -99.6% | +52.4% | -152.0% | -99.6% |
| All | -100.0% | +718.0% | -818.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling