+30.4%
URI vs RCAT
-56.5%
+86.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.4% | -1.4% |
| 7D | -6.0% | -5.6% | -0.4% | -5.7% |
| 30D | +4.6% | -27.0% | +31.6% | +7.0% |
| 3M | -2.7% | -57.9% | +55.2% | +3.8% |
| 6M | +18.4% | -59.4% | +77.8% | +24.5% |
| YTD | +37.4% | -46.9% | +84.3% | +31.5% |
| 1Y | +30.4% | -54.0% | +84.4% | +26.0% |
| All | +30.4% | -56.5% | +86.8% | +26.0% |
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