+955.3%
XBI vs RCAT
-99.9%
+1,055.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +7.1% | -3.3% | +10.4% | +7.1% |
| 3M | +22.9% | -43.2% | +66.1% | +23.0% |
| 6M | +29.7% | -43.2% | +72.9% | +29.8% |
| YTD | +34.5% | +5.5% | +28.9% | +34.4% |
| 1Y | +76.1% | -1.6% | +77.7% | +75.9% |
| 3Y | +103.2% | +773.7% | -670.5% | +101.7% |
| 5Y | +22.8% | +187.6% | -164.8% | +22.1% |
| 10Y | +176.3% | -98.5% | +274.7% | +176.0% |
| All | +955.3% | -99.9% | +1,055.3% | +1,029.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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