+33.4%
URI vs RCAT
-54.8%
+88.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.2% |
| 7D | +9.3% | +15.6% | -6.2% | +7.7% |
| 30D | +7.6% | -24.1% | +31.7% | +9.9% |
| 3M | +1.0% | -61.9% | +62.9% | +8.8% |
| 6M | +19.8% | -64.3% | +84.2% | +27.7% |
| YTD | +41.9% | -50.4% | +92.2% | +36.4% |
| 1Y | +33.4% | -54.0% | +87.4% | +28.2% |
| All | +33.4% | -54.8% | +88.2% | +28.2% |
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 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