+257.2%
XLI vs RCAT
-98.5%
+355.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.5% |
| 7D | -0.6% | -2.3% | +1.7% | -0.6% |
| 30D | -6.9% | -18.7% | +11.8% | -6.8% |
| 3M | -1.9% | -29.3% | +27.3% | -1.8% |
| 6M | +1.0% | -42.3% | +43.3% | +1.2% |
| YTD | +11.3% | +2.5% | +8.8% | +11.1% |
| 1Y | +15.8% | -5.7% | +21.5% | +15.5% |
| 3Y | +69.8% | +764.9% | -695.1% | +67.1% |
| 5Y | +80.9% | +182.3% | -101.4% | +78.3% |
| 10Y | +257.2% | -98.5% | +355.7% | +244.8% |
| All | +257.2% | -98.5% | +355.7% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling