+5,052.3%
URI vs RCAT
-100.0%
+5,152.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.6% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -12.9% | -3.3% | -9.6% | -12.9% |
| 3M | -6.7% | -43.2% | +36.5% | -6.7% |
| 6M | +19.0% | -43.2% | +62.2% | +19.1% |
| YTD | +25.5% | +5.5% | +20.0% | +25.5% |
| 1Y | +5.5% | -1.6% | +7.2% | +5.5% |
| 3Y | +111.3% | +773.7% | -662.4% | +110.5% |
| 5Y | +198.6% | +187.6% | +10.9% | +197.5% |
| 10Y | +1,179.9% | -98.5% | +1,278.4% | +1,183.3% |
| All | +5,052.3% | -100.0% | +5,152.3% | +5,567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling