+120.4%
UMC vs RCAT
-54.8%
+175.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.9% |
| 7D | +11.2% | -5.9% | +17.1% | +12.0% |
| 30D | -28.0% | -19.7% | -8.4% | -26.4% |
| 3M | -20.5% | -62.9% | +42.3% | -13.8% |
| 6M | -1.6% | -59.6% | +58.0% | +5.9% |
| YTD | +99.4% | -52.1% | +151.5% | +118.7% |
| 1Y | +120.4% | -50.9% | +171.3% | +141.1% |
| All | +120.4% | -54.8% | +175.2% | +141.1% |
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