+272.3%
UMAC vs RCAT
+512.9%
-240.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -2.4% |
| 7D | -5.2% | -5.9% | +0.7% | -0.9% |
| 30D | -36.4% | -19.7% | -16.7% | -25.8% |
| 3M | -58.6% | -62.9% | +4.3% | -18.1% |
| 6M | -24.6% | -59.6% | +34.9% | +51.7% |
| YTD | -11.5% | -52.1% | +40.6% | +59.2% |
| 1Y | +16.9% | -50.9% | +67.8% | +109.8% |
| All | +272.3% | +512.9% | -240.6% | +763.4% |
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