-99.8%
RCAT vs URA
+266.3%
-366.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.7% |
| 7D | -5.9% | -1.5% | -4.4% | -4.9% |
| 30D | -19.7% | -10.4% | -9.3% | -14.8% |
| 3M | -62.9% | -29.6% | -33.2% | -56.4% |
| 6M | -59.6% | -40.3% | -19.3% | -48.9% |
| YTD | -52.1% | -25.5% | -26.6% | -42.3% |
| 1Y | -50.9% | -26.4% | -24.5% | -40.2% |
| 3Y | +333.8% | +31.4% | +302.4% | +377.3% |
| 5Y | +40.7% | +28.6% | +12.2% | +49.0% |
| All | -99.8% | +266.3% | -366.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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