+82.2%
UBER vs RCAT
+132.5%
-50.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -3.9% | -1.4% | -2.5% | -3.9% |
| 30D | +11.1% | -3.3% | +14.5% | +11.2% |
| 3M | +4.9% | -43.2% | +48.1% | +6.0% |
| 6M | -1.2% | -43.2% | +42.0% | -0.4% |
| YTD | -7.3% | +5.5% | -12.8% | -8.1% |
| 1Y | -17.6% | -1.6% | -16.0% | -18.6% |
| 3Y | +61.1% | +773.7% | -712.6% | +49.8% |
| 5Y | +87.9% | +187.6% | -99.7% | +76.1% |
| All | +82.2% | +132.5% | -50.3% | +56.1% |
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