+859.8%
XLE vs RCAT
-100.0%
+959.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.7% | -0.1% |
| 7D | -12.0% | -12.7% | +0.7% | -12.0% |
| 30D | -2.7% | -34.3% | +31.6% | -2.7% |
| 3M | +6.6% | -53.4% | +60.0% | +6.7% |
| 6M | +9.5% | -62.0% | +71.5% | +9.7% |
| YTD | +40.6% | -49.1% | +89.6% | +40.6% |
| 1Y | +43.6% | -53.1% | +96.7% | +43.7% |
| 3Y | +58.1% | +318.7% | -260.6% | +57.1% |
| 5Y | +152.2% | +48.5% | +103.7% | +150.9% |
| 10Y | +172.9% | -99.6% | +272.6% | +166.3% |
| All | +859.8% | -100.0% | +959.8% | +747.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling