+59.3%
XLF vs RCAT
+41.8%
+17.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.9% |
| 7D | +2.7% | -5.9% | +8.6% | +2.8% |
| 30D | +7.6% | -19.7% | +27.3% | +8.2% |
| 3M | +1.1% | -62.9% | +63.9% | +4.3% |
| 6M | +15.9% | -59.6% | +75.5% | +18.5% |
| YTD | +8.4% | -52.1% | +60.5% | +9.1% |
| 1Y | +12.5% | -50.9% | +63.4% | +12.9% |
| 3Y | +81.6% | +333.8% | -252.2% | +62.6% |
| All | +59.3% | +41.8% | +17.5% | +46.0% |
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 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