+215.1%
XLF vs RCAT
-99.8%
+314.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.7% |
| 7D | +1.2% | +15.6% | -14.3% | +1.1% |
| 30D | +6.2% | -24.1% | +30.3% | +6.3% |
| 3M | +0.9% | -61.9% | +62.7% | +1.4% |
| 6M | +13.6% | -64.3% | +78.0% | +14.2% |
| YTD | +7.6% | -50.4% | +58.0% | +7.7% |
| 1Y | +10.2% | -54.0% | +64.2% | +10.3% |
| 3Y | +79.8% | +347.2% | -267.3% | +76.8% |
| 5Y | +58.0% | +45.7% | +12.2% | +55.7% |
| All | +215.1% | -99.8% | +314.9% | +208.2% |
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 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