-99.6%
RCAT vs URA
+283.4%
-383.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +4.4% | +14.3% | +16.8% |
| 7D | -12.7% | -4.1% | -8.6% | -10.7% |
| 30D | -34.3% | -19.0% | -15.3% | -27.6% |
| 3M | -53.4% | -25.1% | -28.3% | -46.9% |
| 6M | -62.0% | -44.5% | -17.5% | -50.9% |
| YTD | -49.1% | -24.3% | -24.7% | -39.3% |
| 1Y | -53.1% | -28.1% | -25.0% | -43.0% |
| 3Y | +318.7% | +40.7% | +278.0% | +353.8% |
| 5Y | +48.5% | +35.5% | +13.1% | +55.6% |
| All | -99.6% | +283.4% | -383.1% | -98.2% |
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