-11.2%
XHB vs RCAT
-2.3%
-8.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | -6.9% | -3.3% | -3.5% | -6.8% |
| 3M | -1.3% | -43.2% | +42.0% | +0.5% |
| 6M | -6.8% | -43.2% | +36.4% | -5.9% |
| YTD | +0.7% | +5.5% | -4.8% | -1.0% |
| 1Y | -11.2% | -1.6% | -9.6% | -14.6% |
| All | -11.2% | -2.3% | -8.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling