-100.0%
RCAT vs XPO
+10,043.1%
-10,143.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.3% | +5.1% | +11.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | -22.0% | +2.5% | -24.5% | -22.1% |
| 3M | -51.1% | -7.2% | -44.0% | -50.9% |
| 6M | -56.6% | -8.1% | -48.6% | -56.4% |
| YTD | -43.3% | +38.3% | -81.6% | -44.1% |
| 1Y | -51.5% | +33.6% | -85.1% | -52.1% |
| 3Y | +411.4% | +133.1% | +278.3% | +396.4% |
| 5Y | +74.4% | +308.9% | -234.5% | +65.8% |
| 10Y | -99.6% | +1,371.8% | -1,471.3% | -99.6% |
| All | -100.0% | +10,043.1% | -10,143.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling