+702.6%
UMAC vs RCAT
+1,211.3%
-508.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.1% | -2.1% |
| 7D | +3.3% | -2.3% | +5.6% | +5.1% |
| 30D | -10.4% | -18.7% | +8.3% | +4.2% |
| 3M | +1.8% | -29.3% | +31.0% | +30.7% |
| 6M | +40.7% | -42.3% | +83.1% | +115.4% |
| YTD | +90.9% | +2.5% | +88.4% | +106.0% |
| 1Y | +151.8% | -5.7% | +157.4% | +178.0% |
| All | +702.6% | +1,211.3% | -508.7% | +1,017.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling