+286.9%
UPS vs RCAT
-100.0%
+386.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -3.5% | -3.3% | -0.2% | -3.5% |
| 3M | -5.7% | -43.2% | +37.5% | -5.7% |
| 6M | -4.4% | -43.2% | +38.8% | -4.4% |
| YTD | +8.0% | +5.5% | +2.5% | +8.0% |
| 1Y | +29.0% | -1.6% | +30.7% | +29.0% |
| 3Y | -27.7% | +773.7% | -801.4% | -27.7% |
| 5Y | -34.3% | +187.6% | -222.0% | -34.3% |
| 10Y | +37.8% | -98.5% | +136.2% | +39.6% |
| All | +286.9% | -100.0% | +386.8% | +313.1% |
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