+37.3%
XHB vs RCAT
+192.8%
-155.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.6% |
| 7D | +0.2% | +5.4% | -5.2% | 0.0% |
| 30D | -9.1% | -5.6% | -3.5% | -8.9% |
| 3M | -2.3% | -30.2% | +27.9% | -1.2% |
| 6M | -4.1% | -43.4% | +39.3% | -2.9% |
| YTD | -1.7% | +9.6% | -11.4% | -3.8% |
| 1Y | -15.1% | -2.0% | -13.1% | -17.3% |
| 3Y | +26.8% | +825.0% | -798.2% | +7.5% |
| 5Y | +37.3% | +199.8% | -162.5% | +18.3% |
| All | +37.3% | +192.8% | -155.4% | +18.3% |
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