+33.1%
URI vs RCAT
-53.5%
+86.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.4% | -4.5% | +5.7% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | +6.8% | -22.0% | +28.8% | +8.5% |
| 3M | -2.8% | -51.1% | +48.3% | +2.3% |
| 6M | +20.9% | -56.6% | +77.5% | +26.3% |
| YTD | +40.2% | -43.3% | +83.5% | +33.4% |
| All | +33.1% | -53.5% | +86.6% | +27.9% |
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