+36.1%
UPS vs RCAT
-98.5%
+134.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.7% |
| 30D | -3.7% | -18.7% | +15.0% | -3.7% |
| 3M | -6.6% | -29.3% | +22.7% | -6.5% |
| 6M | +2.6% | -42.3% | +44.9% | +2.6% |
| YTD | +4.8% | +2.5% | +2.3% | +4.7% |
| 1Y | +25.3% | -5.7% | +31.0% | +25.1% |
| 3Y | -26.9% | +764.9% | -791.7% | -27.3% |
| 5Y | -33.5% | +182.3% | -215.8% | -33.9% |
| 10Y | +36.1% | -98.5% | +134.6% | +37.8% |
| All | +36.1% | -98.5% | +134.6% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling