+115.0%
UMC vs RCAT
-59.1%
+174.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.3% | +8.2% | -1.0% |
| 7D | -14.7% | -18.5% | +3.9% | -12.9% |
| 30D | -32.9% | -37.0% | +4.1% | -30.0% |
| 3M | -22.2% | -54.9% | +32.7% | -16.9% |
| 6M | +25.9% | -63.6% | +89.5% | +35.5% |
| YTD | +107.9% | -49.6% | +157.5% | +121.0% |
| 1Y | +115.0% | -57.8% | +172.8% | +133.6% |
| All | +115.0% | -59.1% | +174.2% | +133.6% |
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