+248.5%
UAL vs RCAT
-100.0%
+348.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.9% | +10.3% | -4.5% |
| 7D | +5.0% | -32.6% | +37.6% | +5.2% |
| 30D | -1.2% | -46.3% | +45.1% | -1.0% |
| 3M | -16.8% | -60.7% | +43.9% | -16.5% |
| 6M | +18.0% | -67.4% | +85.3% | +18.4% |
| YTD | -1.2% | -57.1% | +55.9% | -1.0% |
| 1Y | +14.3% | -63.8% | +78.1% | +14.6% |
| 3Y | +194.6% | +268.1% | -73.5% | +192.8% |
| 5Y | +109.6% | +25.2% | +84.4% | +108.6% |
| 10Y | +93.1% | -99.7% | +192.7% | +91.8% |
| All | +248.5% | -100.0% | +348.5% | +239.5% |
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