+378.4%
RCAT vs URA
+41.9%
+336.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +1.8% |
| 7D | -5.6% | +0.3% | -5.9% | -4.8% |
| 30D | -27.0% | -14.8% | -12.3% | -14.0% |
| 3M | -57.9% | -25.3% | -32.6% | -44.4% |
| 6M | -59.4% | -39.9% | -19.5% | -33.9% |
| YTD | -46.9% | -22.4% | -24.5% | -28.0% |
| 1Y | -54.0% | -29.0% | -25.1% | -32.6% |
| 3Y | +378.4% | +41.0% | +337.4% | +329.9% |
| All | +378.4% | +41.9% | +336.5% | +329.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling