-60.0%
RCAT vs XPO
-8.1%
-51.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.3% | +5.1% | +7.0% |
| 7D | +1.1% | -1.9% | +3.0% | +2.3% |
| 30D | -22.0% | +2.5% | -24.5% | -23.0% |
| 3M | -51.1% | -7.2% | -44.0% | -48.9% |
| All | -60.0% | -8.1% | -51.9% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling