+7.9%
UMAC vs RCAT
-59.1%
+67.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -10.3% | -0.6% | -1.1% |
| 7D | -26.0% | -18.5% | -7.5% | -9.9% |
| 30D | -40.3% | -37.0% | -3.4% | -7.7% |
| 3M | -51.1% | -54.9% | +3.7% | +4.6% |
| 6M | -5.6% | -63.6% | +58.0% | +158.5% |
| YTD | +2.3% | -49.6% | +51.8% | +100.9% |
| 1Y | +7.9% | -57.8% | +65.7% | +146.7% |
| All | +7.9% | -59.1% | +67.0% | +146.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling