+149.9%
XLE vs RCAT
+46.9%
+103.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.7% | -0.5% |
| 7D | -12.0% | -12.7% | +0.7% | -11.7% |
| 30D | -2.7% | -34.3% | +31.6% | -1.8% |
| 3M | +6.6% | -53.4% | +60.0% | +8.5% |
| 6M | +9.5% | -62.0% | +71.5% | +11.5% |
| YTD | +40.6% | -49.1% | +89.6% | +41.0% |
| 1Y | +43.6% | -53.1% | +96.7% | +44.1% |
| 3Y | +58.1% | +318.7% | -260.6% | +46.1% |
| All | +149.9% | +46.9% | +103.0% | +141.4% |
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