+405.1%
UMC vs RCAT
-100.0%
+505.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.6% |
| 7D | +5.0% | -1.4% | +6.4% | +5.0% |
| 30D | +7.7% | -3.3% | +11.0% | +7.7% |
| 3M | +1.7% | -43.2% | +44.9% | +1.9% |
| 6M | +113.9% | -43.2% | +157.1% | +114.3% |
| YTD | +168.9% | +5.5% | +163.3% | +168.5% |
| 1Y | +207.2% | -1.6% | +208.8% | +206.6% |
| 3Y | +227.7% | +773.7% | -546.0% | +222.4% |
| 5Y | +118.0% | +187.6% | -69.6% | +114.9% |
| 10Y | +1,682.1% | -98.5% | +1,780.6% | +1,526.5% |
| All | +405.1% | -100.0% | +505.1% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling