+212.6%
URI vs RCAT
+68.2%
+144.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | +2.4% | +7.2% | -4.8% | +1.9% |
| 30D | +8.9% | -20.4% | +29.3% | +10.1% |
| 3M | +0.8% | -59.8% | +60.6% | +5.6% |
| 6M | +23.1% | -61.9% | +85.0% | +28.2% |
| YTD | +43.1% | -45.9% | +89.0% | +44.5% |
| 1Y | +35.7% | -50.5% | +86.2% | +37.2% |
| 3Y | +158.2% | +387.5% | -229.3% | +131.2% |
| 5Y | +212.6% | +70.9% | +141.7% | +192.1% |
| All | +212.6% | +68.2% | +144.3% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling