+660.1%
XEL vs RCAT
-100.0%
+760.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +0.5% |
| 7D | +1.4% | +15.6% | -14.2% | +1.4% |
| 30D | +9.2% | -24.1% | +33.3% | +9.2% |
| 3M | +4.5% | -61.9% | +66.4% | +4.5% |
| 6M | +3.6% | -64.3% | +67.9% | +3.6% |
| YTD | +12.9% | -50.4% | +63.3% | +12.9% |
| 1Y | +4.1% | -54.0% | +58.1% | +4.1% |
| 3Y | +52.3% | +347.2% | -294.8% | +52.5% |
| 5Y | +51.6% | +45.7% | +5.9% | +51.7% |
| 10Y | +185.2% | -99.7% | +285.0% | +190.4% |
| All | +660.1% | -100.0% | +760.1% | +866.8% |
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