+648.5%
UL vs RCAT
-100.0%
+748.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | +0.5% | -3.3% | +3.8% | +0.5% |
| 3M | +17.6% | -43.2% | +60.8% | +17.6% |
| 6M | -5.4% | -43.2% | +37.8% | -5.4% |
| YTD | +0.7% | +5.5% | -4.8% | +0.7% |
| 1Y | -9.3% | -1.6% | -7.6% | -9.3% |
| 3Y | +24.5% | +773.7% | -749.2% | +24.2% |
| 5Y | +23.2% | +187.6% | -164.4% | +23.0% |
| 10Y | +64.5% | -98.5% | +162.9% | +64.4% |
| All | +648.5% | -100.0% | +748.5% | +658.1% |
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