-99.8%
RCAT vs URA
-31.1%
-68.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -3.3% | +7.4% | -10.7% | -5.9% |
| 3M | -43.2% | -8.4% | -34.8% | -40.7% |
| 6M | -43.2% | -12.7% | -30.5% | -39.3% |
| YTD | +5.5% | +7.8% | -2.2% | +7.2% |
| 1Y | -1.6% | +19.5% | -21.1% | -1.1% |
| 3Y | +773.7% | +116.4% | +657.3% | +662.6% |
| 5Y | +187.6% | +134.3% | +53.3% | +138.2% |
| 10Y | -98.5% | +359.3% | -457.7% | -99.0% |
| All | -99.8% | -31.1% | -68.7% | -99.7% |
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