+344.1%
XLF vs RCAT
-100.0%
+444.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +0.2% | -3.3% | +3.5% | +0.2% |
| 3M | +11.7% | -43.2% | +54.9% | +11.8% |
| 6M | +13.8% | -43.2% | +57.0% | +13.8% |
| YTD | +7.0% | +5.5% | +1.5% | +7.0% |
| 1Y | +9.1% | -1.6% | +10.8% | +9.1% |
| 3Y | +75.6% | +773.7% | -698.1% | +75.3% |
| 5Y | +66.4% | +187.6% | -121.2% | +66.2% |
| 10Y | +250.3% | -98.5% | +348.7% | +254.4% |
| All | +344.1% | -100.0% | +444.1% | +395.8% |
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