+52.2%
UNP vs RCAT
+183.7%
-131.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -1.5% | -3.3% | +1.8% | -1.6% |
| 3M | +10.3% | -43.2% | +53.5% | +10.9% |
| 6M | +9.7% | -43.2% | +52.8% | +10.0% |
| YTD | +27.1% | +5.5% | +21.5% | +25.7% |
| 1Y | +32.6% | -1.6% | +34.2% | +30.8% |
| 3Y | +40.0% | +773.7% | -733.7% | +30.0% |
| All | +52.2% | +183.7% | -131.5% | +42.6% |
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