-100.0%
RCAT vs XPO
+10,316.6%
-10,416.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -2.2% |
| 7D | -1.4% | +2.4% | -3.8% | -1.6% |
| 30D | -3.3% | -3.5% | +0.2% | -3.1% |
| 3M | -43.2% | -11.9% | -31.3% | -42.8% |
| 6M | -43.2% | -10.0% | -33.2% | -42.9% |
| YTD | +5.5% | +42.1% | -36.5% | +3.8% |
| 1Y | -1.6% | +47.6% | -49.2% | -3.4% |
| 3Y | +773.7% | +153.6% | +620.1% | +744.9% |
| 5Y | +187.6% | +266.5% | -78.9% | +173.0% |
| 10Y | -98.5% | +1,460.4% | -1,558.9% | -98.5% |
| All | -100.0% | +10,316.6% | -10,416.5% | -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