-1.6%
RCAT vs XPO
+53.4%
-55.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -4.7% |
| 7D | -1.4% | +2.4% | -3.8% | -3.0% |
| 30D | -3.3% | -3.5% | +0.2% | -1.3% |
| 3M | -43.2% | -11.9% | -31.3% | -39.0% |
| 6M | -43.2% | -10.0% | -33.2% | -40.9% |
| YTD | +5.5% | +42.1% | -36.5% | -21.8% |
| 1Y | -1.6% | +47.6% | -49.2% | -26.9% |
| All | -1.6% | +53.4% | -55.1% | -26.9% |
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