+61.0%
XLC vs RCAT
+339.1%
-278.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.6% | -18.2% | 0.0% |
| 7D | +4.9% | -12.7% | +17.6% | +5.2% |
| 30D | -5.8% | -34.3% | +28.5% | -4.9% |
| 3M | -5.4% | -53.4% | +48.0% | -3.8% |
| 6M | -10.2% | -62.0% | +51.8% | -8.5% |
| YTD | -10.2% | -49.1% | +38.9% | -9.7% |
| 1Y | -5.6% | -53.1% | +47.5% | -5.1% |
| 3Y | +61.0% | +318.7% | -257.7% | +65.8% |
| All | +61.0% | +339.1% | -278.1% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling