+35.8%
XLC vs RCAT
+46.9%
-11.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.6% | -18.2% | -0.2% |
| 7D | +4.9% | -12.7% | +17.6% | +5.2% |
| 30D | -5.8% | -34.3% | +28.5% | -4.7% |
| 3M | -5.4% | -53.4% | +48.0% | -3.3% |
| 6M | -10.2% | -62.0% | +51.8% | -8.0% |
| 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% | +45.4% |
| All | +35.8% | +46.9% | -11.1% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling