+1,151.9%
URI vs RCAT
-99.8%
+1,251.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.9% |
| 7D | +9.3% | +15.6% | -6.2% | +9.2% |
| 30D | +7.6% | -24.1% | +31.7% | +7.8% |
| 3M | +1.0% | -61.9% | +62.9% | +1.8% |
| 6M | +19.8% | -64.3% | +84.2% | +20.7% |
| YTD | +41.9% | -50.4% | +92.2% | +42.3% |
| 1Y | +33.4% | -54.0% | +87.4% | +33.8% |
| 3Y | +156.0% | +347.2% | -191.1% | +151.4% |
| 5Y | +209.5% | +45.7% | +163.8% | +204.9% |
| All | +1,151.9% | -99.8% | +1,251.7% | +1,171.2% |
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