+783.5%
XLB vs RCAT
-100.0%
+883.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -0.4% | -3.3% | +3.0% | -0.4% |
| 3M | +2.0% | -43.2% | +45.2% | +2.0% |
| 6M | +1.8% | -43.2% | +45.0% | +1.9% |
| YTD | +16.6% | +5.5% | +11.0% | +16.5% |
| 1Y | +16.9% | -1.6% | +18.6% | +16.9% |
| 3Y | +32.6% | +773.7% | -741.1% | +32.0% |
| 5Y | +35.6% | +187.6% | -152.0% | +35.1% |
| 10Y | +160.0% | -98.5% | +258.5% | +158.0% |
| All | +783.5% | -100.0% | +883.5% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling