+31.8%
USB vs RCAT
-56.7%
+88.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.2% | -1.2% |
| 7D | 0.0% | -12.7% | +12.7% | +0.4% |
| 30D | +5.8% | -34.3% | +40.1% | +7.5% |
| 3M | -6.0% | -53.4% | +47.4% | -3.3% |
| 6M | +7.8% | -62.0% | +69.7% | +10.8% |
| YTD | +14.6% | -49.1% | +63.6% | +13.4% |
| 1Y | +31.8% | -53.1% | +84.9% | +30.7% |
| All | +31.8% | -56.7% | +88.5% | +30.7% |
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