+134.0%
XLC vs RCAT
-29.8%
+163.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | +6.2% | -5.6% | +11.8% | +6.2% |
| 30D | -2.4% | -27.0% | +24.7% | -2.1% |
| 3M | -3.3% | -57.9% | +54.6% | -2.5% |
| 6M | -7.3% | -59.4% | +52.1% | -6.7% |
| YTD | -7.6% | -46.9% | +39.3% | -7.5% |
| 1Y | -3.7% | -54.0% | +50.3% | -3.4% |
| 3Y | +62.9% | +378.4% | -315.5% | +58.2% |
| 5Y | +41.6% | +61.9% | -20.3% | +38.1% |
| All | +134.0% | -29.8% | +163.8% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling