-99.9%
RCAT vs URA
-49.7%
-50.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +7.2% | +2.9% | +4.4% | +6.8% |
| 30D | -20.4% | -10.8% | -9.6% | -15.9% |
| 3M | -59.8% | -25.5% | -34.2% | -54.4% |
| 6M | -61.9% | -41.2% | -20.6% | -52.4% |
| YTD | -45.9% | -21.3% | -24.6% | -37.3% |
| 1Y | -50.5% | -25.7% | -24.8% | -41.2% |
| 3Y | +387.5% | +43.1% | +344.4% | +397.6% |
| 5Y | +70.9% | +35.6% | +35.3% | +70.9% |
| 10Y | -99.7% | +281.3% | -381.0% | -99.8% |
| All | -99.9% | -49.7% | -50.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling