+22.7%
USB vs RCAT
+25.6%
-3.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.9% | +12.8% | -1.4% |
| 7D | -1.5% | -32.6% | +31.1% | +0.2% |
| 30D | +4.3% | -46.3% | +50.6% | +7.1% |
| 3M | -6.1% | -60.7% | +54.6% | -2.4% |
| 6M | +9.4% | -67.4% | +76.8% | +13.8% |
| YTD | +15.2% | -57.1% | +72.2% | +17.0% |
| 1Y | +32.8% | -63.8% | +96.5% | +35.4% |
| 3Y | +91.3% | +268.1% | -176.8% | +69.1% |
| 5Y | +22.7% | +25.2% | -2.5% | +11.7% |
| All | +22.7% | +25.6% | -3.0% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling