+684.2%
UMAC vs RCAT
+1,250.0%
-565.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.8% |
| 7D | -0.9% | -1.4% | +0.5% | +0.1% |
| 30D | -7.7% | -3.3% | -4.3% | -4.3% |
| 3M | -26.4% | -43.2% | +16.8% | +9.1% |
| 6M | +61.9% | -43.2% | +105.0% | +147.7% |
| YTD | +86.5% | +5.5% | +81.0% | +97.1% |
| 1Y | +156.3% | -1.6% | +158.0% | +175.3% |
| All | +684.2% | +1,250.0% | -565.8% | +969.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling