+29.0%
XLB vs RCAT
+46.9%
-17.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | -1.4% |
| 7D | -1.5% | -12.7% | +11.2% | -1.1% |
| 30D | +6.1% | -34.3% | +40.4% | +7.5% |
| 3M | 0.0% | -53.4% | +53.4% | +2.5% |
| 6M | 0.0% | -62.0% | +61.9% | +2.6% |
| 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% | +25.7% |
| All | +29.0% | +46.9% | -17.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling