+64.4%
XLF vs RCAT
+184.3%
-119.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | -1.0% | -2.3% | +1.2% | -1.0% |
| 30D | -1.3% | -18.7% | +17.4% | -0.7% |
| 3M | +9.1% | -29.3% | +38.4% | +10.1% |
| 6M | +14.4% | -42.3% | +56.7% | +15.4% |
| YTD | +5.1% | +2.5% | +2.6% | +3.3% |
| 1Y | +8.6% | -5.7% | +14.3% | +6.4% |
| 3Y | +74.4% | +764.9% | -690.5% | +53.2% |
| 5Y | +64.4% | +182.3% | -117.9% | +46.4% |
| All | +64.4% | +184.3% | -119.9% | +46.4% |
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