+231.7%
XLI vs RCAT
-99.7%
+331.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +0.9% | +7.2% | -6.4% | +0.8% |
| 30D | +1.1% | -20.4% | +21.5% | +1.2% |
| 3M | -7.7% | -59.8% | +52.1% | -7.3% |
| 6M | -1.8% | -61.9% | +60.0% | -1.4% |
| YTD | +11.1% | -45.9% | +57.0% | +11.2% |
| 1Y | +12.1% | -50.5% | +62.6% | +12.3% |
| 3Y | +73.8% | +387.5% | -313.7% | +71.7% |
| 5Y | +73.8% | +70.9% | +2.8% | +71.9% |
| 10Y | +231.7% | -99.7% | +331.4% | +226.0% |
| All | +231.7% | -99.7% | +331.4% | +226.0% |
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