+35.8%
XHB vs RCAT
+71.1%
-35.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.4% | -7.8% | +3.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +11.8% | -22.0% | +33.8% | +12.8% |
| 3M | -3.8% | -51.1% | +47.3% | -1.2% |
| 6M | +4.1% | -56.6% | +60.7% | +6.8% |
| YTD | +4.0% | -43.3% | +47.2% | +4.4% |
| 1Y | +1.6% | -51.5% | +53.1% | +2.4% |
| 3Y | +43.2% | +411.4% | -368.2% | +23.2% |
| 5Y | +35.8% | +74.4% | -38.6% | +22.8% |
| All | +35.8% | +71.1% | -35.3% | +22.8% |
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