+248.8%
XLF vs RCAT
-98.5%
+347.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -1.5% | -4.9% | +3.4% | -1.4% |
| 30D | -1.2% | -22.9% | +21.7% | -1.0% |
| 3M | +9.2% | -33.7% | +42.9% | +9.4% |
| 6M | +16.3% | -50.7% | +67.1% | +16.7% |
| YTD | +5.4% | +0.4% | +5.1% | +5.2% |
| 1Y | +7.6% | -27.6% | +35.2% | +7.4% |
| 3Y | +74.2% | +753.2% | -679.0% | +70.5% |
| 5Y | +66.1% | +183.3% | -117.1% | +62.9% |
| All | +248.8% | -98.5% | +347.4% | +232.0% |
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