+40.4%
XLB vs RCAT
+339.1%
-298.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | -1.3% |
| 7D | -1.5% | -12.7% | +11.2% | -1.2% |
| 30D | +6.1% | -34.3% | +40.4% | +7.3% |
| 3M | 0.0% | -53.4% | +53.4% | +2.2% |
| 6M | 0.0% | -62.0% | +61.9% | +2.3% |
| YTD | +16.0% | -49.1% | +65.1% | +16.9% |
| 1Y | +24.7% | -53.1% | +77.9% | +25.7% |
| 3Y | +40.4% | +318.7% | -278.3% | +40.4% |
| All | +40.4% | +339.1% | -298.8% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling