+98.3%
USB vs RCAT
+762.9%
-664.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.4% |
| 6M | +18.8% | -43.2% | +62.0% | +20.2% |
| YTD | +21.0% | +5.5% | +15.5% | +18.5% |
| 1Y | +34.0% | -1.6% | +35.7% | +30.6% |
| All | +98.3% | +762.9% | -664.6% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling