+91.7%
USB vs RCAT
-99.8%
+191.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.2% | -0.6% |
| 7D | 0.0% | -12.7% | +12.7% | +0.1% |
| 30D | +5.8% | -34.3% | +40.1% | +6.1% |
| 3M | -6.0% | -53.4% | +47.4% | -5.5% |
| 6M | +7.8% | -62.0% | +69.7% | +8.3% |
| YTD | +14.6% | -49.1% | +63.6% | +14.8% |
| 1Y | +31.8% | -53.1% | +84.9% | +32.0% |
| 3Y | +91.5% | +318.7% | -227.1% | +88.0% |
| 5Y | +22.0% | +48.5% | -26.5% | +20.1% |
| All | +91.7% | -99.8% | +191.5% | +85.3% |
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