+26.1%
USB vs RCAT
+43.4%
-17.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.3% | +12.2% | +2.4% |
| 7D | +2.4% | -18.5% | +20.9% | +3.3% |
| 30D | +6.6% | -37.0% | +43.5% | +8.7% |
| 3M | -4.1% | -54.9% | +50.8% | -0.9% |
| 6M | +12.5% | -63.6% | +76.1% | +16.5% |
| YTD | +17.6% | -49.6% | +67.2% | +18.7% |
| 1Y | +36.5% | -57.8% | +94.3% | +38.4% |
| 3Y | +95.4% | +332.4% | -237.0% | +71.6% |
| 5Y | +26.1% | +48.1% | -22.0% | +14.8% |
| All | +26.1% | +43.4% | -17.2% | +14.8% |
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 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