-13.9%
XHB vs RCAT
-7.9%
-5.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -8.3% | -18.7% | +10.4% | -7.6% |
| 3M | -7.1% | -29.3% | +22.1% | -6.3% |
| 6M | -5.3% | -42.3% | +37.1% | -4.4% |
| YTD | -3.2% | +2.5% | -5.7% | -4.7% |
| 1Y | -13.9% | -5.7% | -8.2% | -16.2% |
| All | -13.9% | -7.9% | -5.9% | -16.2% |
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