+108.7%
USB vs RCAT
-98.5%
+207.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +1.4% | -1.4% | +2.9% | +1.5% |
| 30D | -1.3% | -3.3% | +2.0% | -1.3% |
| 3M | +15.2% | -43.2% | +58.5% | +15.6% |
| 6M | +18.8% | -43.2% | +62.0% | +19.1% |
| YTD | +21.0% | +5.5% | +15.5% | +20.6% |
| 1Y | +34.0% | -1.6% | +35.7% | +33.5% |
| 3Y | +95.3% | +773.7% | -678.4% | +90.6% |
| 5Y | +40.4% | +187.6% | -147.3% | +37.3% |
| All | +108.7% | -98.5% | +207.2% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling