+167.7%
XLB vs RCAT
-99.6%
+267.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.8% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | +7.1% | -22.0% | +29.1% | +7.2% |
| 3M | +0.6% | -51.1% | +51.8% | +1.0% |
| 6M | +3.5% | -56.6% | +60.1% | +3.8% |
| YTD | +18.2% | -43.3% | +61.5% | +18.3% |
| 1Y | +25.6% | -51.5% | +77.1% | +25.8% |
| 3Y | +46.7% | +411.4% | -364.7% | +44.5% |
| 5Y | +30.9% | +74.4% | -43.5% | +29.2% |
| 10Y | +167.7% | -99.6% | +267.3% | +162.2% |
| All | +167.7% | -99.6% | +267.3% | +162.2% |
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 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