+29.0%
XEL vs RCAT
+184.3%
-155.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.9% |
| 7D | +0.9% | -2.3% | +3.2% | +0.9% |
| 30D | -0.9% | -18.7% | +17.8% | -0.8% |
| 3M | -1.4% | -29.3% | +27.9% | -1.3% |
| 6M | -5.8% | -42.3% | +36.5% | -5.7% |
| YTD | +4.7% | +2.5% | +2.2% | +4.3% |
| 1Y | +9.1% | -5.7% | +14.7% | +8.5% |
| 3Y | +47.8% | +764.9% | -717.0% | +43.2% |
| 5Y | +29.0% | +182.3% | -153.3% | +24.8% |
| All | +29.0% | +184.3% | -155.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling