+981.8%
XLI vs RCAT
-100.0%
+1,081.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -1.1% | -1.4% | +0.4% | -1.1% |
| 30D | -5.9% | -3.3% | -2.6% | -5.9% |
| 3M | -0.3% | -43.2% | +43.0% | -0.2% |
| 6M | +0.1% | -43.2% | +43.3% | +0.2% |
| YTD | +13.6% | +5.5% | +8.0% | +13.5% |
| 1Y | +17.2% | -1.6% | +18.8% | +17.1% |
| 3Y | +68.2% | +773.7% | -705.5% | +67.6% |
| 5Y | +80.7% | +187.6% | -106.9% | +80.1% |
| 10Y | +253.3% | -98.5% | +351.7% | +250.9% |
| All | +981.8% | -100.0% | +1,081.8% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling