+1,272.7%
UMC vs RCAT
-99.8%
+1,372.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.3% |
| 7D | +11.2% | -5.9% | +17.1% | +11.2% |
| 30D | -28.0% | -19.7% | -8.4% | -27.9% |
| 3M | -20.5% | -62.9% | +42.3% | -20.1% |
| 6M | -1.6% | -59.6% | +58.0% | -1.1% |
| YTD | +99.4% | -52.1% | +151.5% | +99.9% |
| 1Y | +120.4% | -50.9% | +171.3% | +120.9% |
| 3Y | +134.2% | +333.8% | -199.6% | +131.5% |
| 5Y | +78.8% | +40.7% | +38.1% | +77.1% |
| All | +1,272.7% | -99.8% | +1,372.6% | +1,265.4% |
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