+669.5%
UL vs RCAT
-100.0%
+769.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.6% | -21.2% | -2.5% |
| 7D | +1.1% | -12.7% | +13.9% | +1.1% |
| 30D | +8.2% | -34.3% | +42.5% | +8.2% |
| 3M | +4.5% | -53.4% | +58.0% | +4.6% |
| 6M | +12.6% | -62.0% | +74.5% | +12.6% |
| YTD | +3.5% | -49.1% | +52.6% | +3.5% |
| 1Y | -0.4% | -53.1% | +52.7% | -0.4% |
| 3Y | +36.0% | +318.7% | -282.7% | +35.7% |
| 5Y | +30.9% | +48.5% | -17.6% | +30.7% |
| 10Y | +97.5% | -99.6% | +197.2% | +97.5% |
| All | +669.5% | -100.0% | +769.5% | +679.5% |
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