+32.8%
USB vs RCAT
-64.6%
+97.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.9% | +12.8% | -1.5% |
| 7D | -1.5% | -32.6% | +31.1% | 0.0% |
| 30D | +4.3% | -46.3% | +50.6% | +6.8% |
| 3M | -6.1% | -60.7% | +54.6% | -2.8% |
| 6M | +9.4% | -67.4% | +76.8% | +13.2% |
| YTD | +15.2% | -57.1% | +72.2% | +14.9% |
| 1Y | +32.8% | -63.8% | +96.5% | +33.7% |
| All | +32.8% | -64.6% | +97.3% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling