+80.9%
XLI vs RCAT
+184.3%
-103.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -0.6% | -2.3% | +1.7% | -0.5% |
| 30D | -6.9% | -18.7% | +11.8% | -6.3% |
| 3M | -1.9% | -29.3% | +27.3% | -1.0% |
| 6M | +1.0% | -42.3% | +43.3% | +2.1% |
| YTD | +11.3% | +2.5% | +8.8% | +9.7% |
| 1Y | +15.8% | -5.7% | +21.5% | +13.7% |
| 3Y | +69.8% | +764.9% | -695.1% | +52.2% |
| 5Y | +80.9% | +182.3% | -101.4% | +64.1% |
| All | +80.9% | +184.3% | -103.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling