+173.9%
XLE vs RCAT
-99.7%
+273.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | -0.2% | +7.2% | -7.5% | -0.3% |
| 30D | -4.0% | -20.4% | +16.4% | -3.9% |
| 3M | +4.6% | -59.8% | +64.4% | +5.2% |
| 6M | +12.3% | -61.9% | +74.2% | +12.8% |
| YTD | +44.5% | -45.9% | +90.4% | +44.7% |
| 1Y | +42.4% | -50.5% | +92.9% | +42.6% |
| 3Y | +67.0% | +387.5% | -320.5% | +63.9% |
| 5Y | +161.9% | +70.9% | +91.0% | +157.5% |
| 10Y | +173.9% | -99.7% | +273.6% | +158.9% |
| All | +173.9% | -99.7% | +273.6% | +158.9% |
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 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