+28.6%
XLB vs RCAT
+41.8%
-13.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | +0.3% | -62.9% | +63.2% | +3.6% |
| 6M | +1.2% | -59.6% | +60.7% | +3.6% |
| 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% | +27.9% |
| All | +28.6% | +41.8% | -13.2% | +17.8% |
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