-54.0%
RCAT vs XPO
+33.2%
-87.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -5.6% | -1.5% | -4.1% | -4.2% |
| 30D | -27.0% | +2.6% | -29.6% | -27.9% |
| 3M | -57.9% | -6.1% | -51.8% | -56.2% |
| 6M | -59.4% | -8.0% | -51.4% | -57.6% |
| YTD | -46.9% | +38.5% | -85.4% | -61.0% |
| 1Y | -54.0% | +35.0% | -89.1% | -65.7% |
| All | -54.0% | +33.2% | -87.3% | -65.7% |
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