+24.7%
UAL vs RCAT
-51.9%
+76.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +2.3% | +7.2% | -5.0% | +1.2% |
| 30D | +13.3% | -20.4% | +33.7% | +15.6% |
| 3M | -6.3% | -59.8% | +53.5% | +2.7% |
| 6M | +22.5% | -61.9% | +84.4% | +32.2% |
| YTD | +5.9% | -45.9% | +51.8% | +5.5% |
| 1Y | +24.7% | -50.5% | +75.2% | +25.3% |
| All | +24.7% | -51.9% | +76.5% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling