-34.5%
UPS vs RCAT
+46.9%
-81.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.6% | -21.1% | -3.1% |
| 7D | 0.0% | -12.7% | +12.8% | +0.4% |
| 30D | +17.3% | -34.3% | +51.7% | +18.8% |
| 3M | +6.6% | -53.4% | +60.0% | +9.1% |
| 6M | +12.0% | -62.0% | +74.0% | +14.8% |
| YTD | +14.4% | -49.1% | +63.4% | +15.3% |
| 1Y | +23.3% | -53.1% | +76.4% | +24.4% |
| 3Y | -9.6% | +318.7% | -328.3% | -16.8% |
| All | -34.5% | +46.9% | -81.4% | -37.6% |
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