+17.2%
XLI vs RCAT
-2.3%
+19.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | -1.1% | -1.4% | +0.4% | -1.0% |
| 30D | -5.9% | -3.3% | -2.6% | -5.9% |
| 3M | -0.3% | -43.2% | +43.0% | +2.0% |
| 6M | +0.1% | -43.2% | +43.3% | +1.5% |
| YTD | +13.6% | +5.5% | +8.0% | +10.6% |
| 1Y | +17.2% | -1.6% | +18.8% | +14.6% |
| All | +17.2% | -2.3% | +19.5% | +14.6% |
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