+141.4%
XLC vs RCAT
+44.9%
+96.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.5% |
| 7D | +0.6% | +5.4% | -4.8% | +0.5% |
| 30D | +0.2% | -5.6% | +5.8% | +0.3% |
| 3M | +0.6% | -30.2% | +30.9% | +0.9% |
| 6M | -4.5% | -43.4% | +38.9% | -4.2% |
| YTD | -4.7% | +9.6% | -14.4% | -5.2% |
| 1Y | -1.7% | -2.0% | +0.3% | -2.2% |
| 3Y | +72.3% | +825.0% | -752.7% | +66.2% |
| 5Y | +37.8% | +199.8% | -162.1% | +33.4% |
| All | +141.4% | +44.9% | +96.4% | +128.6% |
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