+174.8%
ULTA vs RCAT
-99.8%
+274.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.5% |
| 7D | +2.5% | -5.9% | +8.4% | +2.5% |
| 30D | +11.5% | -19.7% | +31.2% | +11.6% |
| 3M | +28.1% | -62.9% | +91.0% | +28.7% |
| 6M | +34.2% | -59.6% | +93.8% | +34.7% |
| YTD | +9.2% | -52.1% | +61.3% | +9.4% |
| 1Y | +23.7% | -50.9% | +74.7% | +23.9% |
| 3Y | +69.2% | +333.8% | -264.6% | +67.3% |
| 5Y | +66.6% | +40.7% | +25.9% | +65.0% |
| All | +174.8% | -99.8% | +274.6% | +177.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling