+164.7%
XLB vs RCAT
-99.8%
+264.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.2% |
| 7D | 0.0% | +15.6% | -15.5% | -0.1% |
| 30D | +5.3% | -24.1% | +29.4% | +5.4% |
| 3M | 0.0% | -61.9% | +61.9% | +0.5% |
| 6M | +1.2% | -64.3% | +65.5% | +1.7% |
| YTD | +16.9% | -50.4% | +67.3% | +17.1% |
| 1Y | +20.9% | -54.0% | +74.9% | +21.1% |
| 3Y | +43.3% | +347.2% | -303.8% | +41.2% |
| 5Y | +28.3% | +45.7% | -17.4% | +26.7% |
| All | +164.7% | -99.8% | +264.5% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling