+147.5%
XEL vs RCAT
-98.5%
+246.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -2.9% | -24.2% | +21.3% | -2.8% |
| 3M | -2.7% | -25.8% | +23.1% | -2.7% |
| 6M | -6.5% | -44.9% | +38.4% | -6.4% |
| YTD | +3.6% | +1.9% | +1.7% | +3.5% |
| 1Y | +7.5% | -5.2% | +12.7% | +7.3% |
| 3Y | +46.3% | +759.6% | -713.2% | +44.7% |
| 5Y | +30.5% | +187.5% | -157.0% | +29.2% |
| All | +147.5% | -98.5% | +246.0% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling