+64.7%
XLC vs RCAT
+331.8%
-267.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +3.7% | -5.9% | +9.7% | +3.9% |
| 30D | -1.9% | -19.7% | +17.7% | -1.5% |
| 3M | -3.1% | -62.9% | +59.7% | -0.8% |
| 6M | -6.4% | -59.6% | +53.2% | -4.7% |
| YTD | -6.8% | -52.1% | +45.3% | -6.2% |
| 1Y | -1.7% | -50.9% | +49.2% | -1.3% |
| 3Y | +64.7% | +333.8% | -269.1% | +68.0% |
| All | +64.7% | +331.8% | -267.1% | +68.0% |
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