+37.7%
XLC vs RCAT
+183.7%
-146.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | +1.0% | -3.3% | +4.4% | +1.1% |
| 3M | -0.7% | -43.2% | +42.5% | +0.8% |
| 6M | -5.1% | -43.2% | +38.0% | -4.2% |
| YTD | -4.3% | +5.5% | -9.8% | -5.8% |
| 1Y | -0.6% | -1.6% | +1.1% | -2.6% |
| 3Y | +72.7% | +773.7% | -701.0% | +53.0% |
| All | +37.7% | +183.7% | -146.1% | +23.9% |
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