+16.9%
UMAC vs RCAT
-54.8%
+71.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -1.4% |
| 7D | -5.2% | -5.9% | +0.7% | +0.6% |
| 30D | -36.4% | -19.7% | -16.7% | -21.9% |
| 3M | -58.6% | -62.9% | +4.3% | +7.6% |
| 6M | -24.6% | -59.6% | +34.9% | +96.0% |
| YTD | -11.5% | -52.1% | +40.6% | +82.5% |
| 1Y | +16.9% | -50.9% | +67.8% | +136.3% |
| All | +16.9% | -54.8% | +71.7% | +136.3% |
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