-57.8%
RCAT vs XPO
+38.8%
-96.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.6% | -8.7% | -9.4% |
| 7D | -18.5% | +3.5% | -22.0% | -20.3% |
| 30D | -37.0% | +2.8% | -39.8% | -38.2% |
| 3M | -54.9% | -7.5% | -47.4% | -52.8% |
| 6M | -63.6% | -5.9% | -57.7% | -62.8% |
| YTD | -49.6% | +38.4% | -87.9% | -64.2% |
| 1Y | -57.8% | +33.7% | -91.5% | -69.3% |
| All | -57.8% | +38.8% | -96.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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