-98.4%
RCAT vs XPO
+1,458.1%
-1,556.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | +5.4% | +2.7% | +2.7% | +4.8% |
| 30D | -5.6% | -6.2% | +0.6% | -4.5% |
| 3M | -30.2% | -15.4% | -14.8% | -28.1% |
| 6M | -43.4% | +0.7% | -44.1% | -43.4% |
| YTD | +9.6% | +39.8% | -30.2% | +3.7% |
| 1Y | -2.0% | +43.3% | -45.3% | -7.5% |
| 3Y | +825.0% | +166.0% | +659.0% | +710.0% |
| 5Y | +199.8% | +274.2% | -74.3% | +144.0% |
| All | -98.4% | +1,458.1% | -1,556.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling