+869.9%
XBI vs RCAT
-100.0%
+969.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -1.1% | -5.9% | +4.8% | -1.1% |
| 30D | +2.6% | -19.7% | +22.2% | +2.6% |
| 3M | -4.0% | -62.9% | +58.8% | -3.8% |
| 6M | +10.9% | -59.6% | +70.5% | +11.1% |
| YTD | +23.6% | -52.1% | +75.7% | +23.7% |
| 1Y | +35.1% | -50.9% | +86.0% | +35.2% |
| 3Y | +125.2% | +333.8% | -208.6% | +124.0% |
| 5Y | +19.7% | +40.7% | -21.0% | +19.2% |
| 10Y | +130.6% | -99.8% | +230.3% | +130.5% |
| All | +869.9% | -100.0% | +969.9% | +940.3% |
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