+147.4%
URI vs RCAT
+339.1%
-191.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +18.6% | -17.5% | +0.1% |
| 7D | -9.8% | -12.7% | +3.0% | -9.2% |
| 30D | +1.7% | -34.3% | +36.1% | +3.9% |
| 3M | -9.1% | -53.4% | +44.3% | -5.6% |
| 6M | +9.9% | -62.0% | +71.8% | +14.2% |
| YTD | +31.2% | -49.1% | +80.3% | +33.0% |
| 1Y | +25.9% | -53.1% | +79.1% | +27.7% |
| 3Y | +147.4% | +318.7% | -171.3% | +150.1% |
| All | +147.4% | +339.1% | -191.7% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling