+159.6%
XLB vs RCAT
-98.4%
+258.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.0% |
| 7D | -0.2% | +5.4% | -5.6% | -0.3% |
| 30D | -1.7% | -5.6% | +3.9% | -1.7% |
| 3M | +4.4% | -30.2% | +34.6% | +4.5% |
| 6M | +5.0% | -43.4% | +48.4% | +5.2% |
| YTD | +15.5% | +9.6% | +5.8% | +15.2% |
| 1Y | +14.9% | -2.0% | +16.9% | +14.6% |
| 3Y | +34.5% | +825.0% | -790.5% | +32.1% |
| 5Y | +36.5% | +199.8% | -163.3% | +34.3% |
| 10Y | +159.6% | -98.4% | +258.0% | +149.6% |
| All | +159.6% | -98.4% | +258.0% | +149.6% |
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