+657.4%
UMAC vs RCAT
+1,183.9%
-526.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | -3.4% | -4.9% | +1.5% | +0.1% |
| 30D | -15.1% | -22.9% | +7.8% | +2.8% |
| 3M | -10.8% | -33.7% | +23.0% | +19.2% |
| 6M | +15.7% | -50.7% | +66.4% | +94.2% |
| YTD | +80.1% | +0.4% | +79.8% | +97.2% |
| 1Y | +116.7% | -27.6% | +144.4% | +183.3% |
| All | +657.4% | +1,183.9% | -526.4% | +969.8% |
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