+178.7%
XHB vs RCAT
-99.9%
+278.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | -6.9% | -3.3% | -3.5% | -6.9% |
| 3M | -1.3% | -43.2% | +42.0% | -1.1% |
| 6M | -6.8% | -43.2% | +36.4% | -6.7% |
| YTD | +0.7% | +5.5% | -4.8% | +0.6% |
| 1Y | -11.2% | -1.6% | -9.6% | -11.4% |
| 3Y | +25.3% | +773.7% | -748.4% | +24.2% |
| 5Y | +37.3% | +187.6% | -150.3% | +36.2% |
| 10Y | +211.5% | -98.5% | +310.0% | +200.6% |
| All | +178.7% | -99.9% | +278.6% | +138.0% |
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