+255.6%
UAL vs RCAT
-100.0%
+355.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +18.6% | -16.6% | +2.0% |
| 7D | +8.2% | -12.7% | +20.9% | +8.2% |
| 30D | +2.3% | -34.3% | +36.6% | +2.5% |
| 3M | -12.7% | -53.4% | +40.7% | -12.5% |
| 6M | +12.7% | -62.0% | +74.7% | +13.0% |
| YTD | +0.8% | -49.1% | +49.9% | +0.9% |
| 1Y | +17.8% | -53.1% | +70.9% | +17.9% |
| 3Y | +206.7% | +318.7% | -112.0% | +204.6% |
| 5Y | +113.9% | +48.5% | +65.4% | +112.7% |
| 10Y | +97.0% | -99.6% | +196.6% | +95.6% |
| All | +255.6% | -100.0% | +355.6% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling