+43.2%
XLB vs RCAT
+331.8%
-288.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | +0.5% | -5.9% | +6.5% | +0.7% |
| 30D | +5.2% | -19.7% | +24.8% | +5.7% |
| 3M | +0.3% | -62.9% | +63.2% | +3.2% |
| 6M | +1.2% | -59.6% | +60.7% | +3.3% |
| YTD | +16.6% | -52.1% | +68.7% | +17.7% |
| 1Y | +21.4% | -50.9% | +72.3% | +22.2% |
| 3Y | +43.2% | +333.8% | -290.6% | +39.7% |
| All | +43.2% | +331.8% | -288.6% | +39.7% |
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