+263.0%
UMC vs RCAT
+738.1%
-475.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.2% |
| 7D | +13.6% | -2.3% | +15.9% | +13.7% |
| 30D | +20.8% | -18.7% | +39.5% | +21.4% |
| 3M | +16.1% | -29.3% | +45.4% | +16.8% |
| 6M | +137.3% | -42.3% | +179.6% | +138.7% |
| YTD | +193.8% | +2.5% | +191.2% | +193.2% |
| 1Y | +236.1% | -5.7% | +241.8% | +235.8% |
| All | +263.0% | +738.1% | -475.2% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling