+37.1%
UNP vs RCAT
-56.5%
+93.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.7% | +1.1% |
| 7D | -0.9% | -5.6% | +4.7% | -0.9% |
| 30D | +8.0% | -27.0% | +35.0% | +7.4% |
| 3M | +3.3% | -57.9% | +61.2% | +1.6% |
| 6M | +14.7% | -59.4% | +74.1% | +12.8% |
| YTD | +31.9% | -46.9% | +78.8% | +28.5% |
| 1Y | +37.1% | -54.0% | +91.1% | +33.9% |
| All | +37.1% | -56.5% | +93.6% | +33.9% |
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