+21.4%
UL vs RCAT
+192.8%
-171.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.0% |
| 7D | -1.3% | +5.4% | -6.7% | -1.3% |
| 30D | +0.9% | -5.6% | +6.5% | +0.9% |
| 3M | +14.2% | -30.2% | +44.5% | +14.3% |
| 6M | -3.2% | -43.4% | +40.2% | -3.1% |
| YTD | -0.3% | +9.6% | -10.0% | -0.8% |
| 1Y | -8.8% | -2.0% | -6.8% | -9.4% |
| 3Y | +23.9% | +825.0% | -801.1% | +15.9% |
| 5Y | +21.4% | +199.8% | -178.5% | +14.2% |
| All | +21.4% | +192.8% | -171.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling