+141.8%
UMC vs RCAT
+192.8%
-50.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | +4.9% |
| 7D | +6.6% | +5.4% | +1.2% | +6.4% |
| 30D | +16.6% | -5.6% | +22.2% | +16.7% |
| 3M | +11.0% | -30.2% | +41.2% | +11.9% |
| 6M | +131.3% | -43.4% | +174.7% | +133.4% |
| YTD | +182.5% | +9.6% | +172.8% | +179.5% |
| 1Y | +222.3% | -2.0% | +224.2% | +218.6% |
| 3Y | +253.0% | +825.0% | -572.0% | +217.0% |
| 5Y | +141.8% | +199.8% | -58.0% | +120.7% |
| All | +141.8% | +192.8% | -50.9% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling