+54.8%
RCAT vs URA
+33.4%
+21.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +4.4% | +14.3% | +15.7% |
| 7D | -12.7% | -4.1% | -8.6% | -9.5% |
| 30D | -34.3% | -19.0% | -15.3% | -23.6% |
| 3M | -53.4% | -25.1% | -28.3% | -43.1% |
| 6M | -62.0% | -44.5% | -17.5% | -43.5% |
| YTD | -49.1% | -24.3% | -24.7% | -34.3% |
| 1Y | -53.1% | -28.1% | -25.0% | -37.3% |
| 3Y | +318.7% | +40.7% | +278.0% | +348.9% |
| All | +54.8% | +33.4% | +21.4% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling