+73.7%
UAL vs RCAT
-99.8%
+173.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.7% |
| 7D | -3.0% | -5.9% | +2.9% | -3.0% |
| 30D | +10.5% | -19.7% | +30.1% | +10.7% |
| 3M | -13.5% | -62.9% | +49.4% | -12.5% |
| 6M | +14.2% | -59.6% | +73.8% | +15.2% |
| YTD | -2.2% | -52.1% | +49.8% | -1.8% |
| 1Y | +12.5% | -50.9% | +63.4% | +12.9% |
| 3Y | +186.8% | +333.8% | -147.0% | +180.5% |
| 5Y | +119.4% | +40.7% | +78.6% | +115.4% |
| All | +73.7% | -99.8% | +173.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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