+70.0%
XLE vs RCAT
+331.8%
-261.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +5.4% | -5.9% | +11.4% | +5.5% |
| 30D | -3.9% | -19.7% | +15.7% | -3.6% |
| 3M | +7.0% | -62.9% | +69.9% | +9.4% |
| 6M | +14.2% | -59.6% | +73.8% | +16.0% |
| YTD | +48.2% | -52.1% | +100.3% | +48.6% |
| 1Y | +47.7% | -50.9% | +98.6% | +47.8% |
| 3Y | +70.0% | +333.8% | -263.8% | +63.2% |
| All | +70.0% | +331.8% | -261.8% | +63.2% |
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