+309.6%
UPS vs RCAT
-100.0%
+409.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.6% | -21.1% | -2.5% |
| 7D | 0.0% | -12.7% | +12.8% | 0.0% |
| 30D | +17.3% | -34.3% | +51.7% | +17.4% |
| 3M | +6.6% | -53.4% | +60.0% | +6.6% |
| 6M | +12.0% | -62.0% | +74.0% | +12.0% |
| YTD | +14.4% | -49.1% | +63.4% | +14.4% |
| 1Y | +23.3% | -53.1% | +76.4% | +23.3% |
| 3Y | -9.6% | +318.7% | -328.3% | -9.6% |
| 5Y | -34.1% | +48.5% | -82.6% | -34.1% |
| 10Y | +49.5% | -99.6% | +149.1% | +51.4% |
| All | +309.6% | -100.0% | +409.6% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling