+24.8%
UPS vs RCAT
-54.8%
+79.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.3% | +2.0% |
| 7D | +3.8% | -5.9% | +9.7% | +4.0% |
| 30D | +17.4% | -19.7% | +37.0% | +18.2% |
| 3M | +8.2% | -62.9% | +71.1% | +12.5% |
| 6M | +17.9% | -59.6% | +77.5% | +21.6% |
| YTD | +18.7% | -52.1% | +70.8% | +22.2% |
| 1Y | +24.8% | -50.9% | +75.7% | +28.7% |
| All | +24.8% | -54.8% | +79.6% | +28.7% |
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 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