-100.0%
RCAT vs XPO
+10,052.8%
-10,152.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -5.6% | -1.5% | -4.1% | -5.4% |
| 30D | -27.0% | +2.6% | -29.6% | -27.1% |
| 3M | -57.9% | -6.1% | -51.8% | -57.7% |
| 6M | -59.4% | -8.0% | -51.4% | -59.2% |
| YTD | -46.9% | +38.5% | -85.4% | -47.7% |
| 1Y | -54.0% | +35.0% | -89.1% | -54.6% |
| 3Y | +378.4% | +126.5% | +252.0% | +364.7% |
| 5Y | +61.9% | +315.4% | -253.5% | +53.9% |
| 10Y | -99.6% | +1,272.1% | -1,371.7% | -99.6% |
| All | -100.0% | +10,052.8% | -10,152.8% | -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