+42.4%
XLE vs RCAT
-51.9%
+94.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -0.2% | +7.2% | -7.5% | -0.4% |
| 30D | -4.0% | -20.4% | +16.4% | -3.7% |
| 3M | +4.6% | -59.8% | +64.4% | +6.3% |
| 6M | +12.3% | -61.9% | +74.2% | +14.1% |
| YTD | +44.5% | -45.9% | +90.4% | +40.7% |
| 1Y | +42.4% | -50.5% | +92.9% | +39.1% |
| All | +42.4% | -51.9% | +94.3% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling