+411.4%
RCAT vs XPO
+129.7%
+281.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.3% | +5.1% | +8.6% |
| 7D | +1.1% | -1.9% | +3.0% | +2.5% |
| 30D | -22.0% | +2.5% | -24.5% | -22.6% |
| 3M | -51.1% | -7.2% | -44.0% | -49.4% |
| 6M | -56.6% | -8.1% | -48.6% | -55.0% |
| YTD | -43.3% | +38.3% | -81.6% | -50.6% |
| 1Y | -51.5% | +33.6% | -85.1% | -57.2% |
| 3Y | +411.4% | +133.1% | +278.3% | +268.7% |
| All | +411.4% | +129.7% | +281.7% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling