+12.3%
XLI vs RCAT
-59.1%
+71.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.3% | +9.2% | -0.5% |
| 7D | +0.6% | -18.5% | +19.1% | +1.7% |
| 30D | -0.4% | -37.0% | +36.6% | +2.1% |
| 3M | -8.8% | -54.9% | +46.0% | -4.9% |
| 6M | -0.4% | -63.6% | +63.3% | +4.2% |
| YTD | +10.1% | -49.6% | +59.7% | +10.1% |
| 1Y | +12.3% | -57.8% | +70.1% | +13.2% |
| All | +12.3% | -59.1% | +71.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling