+94.5%
XLK vs RCAT
+331.8%
-237.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | +3.4% | -5.9% | +9.3% | +3.7% |
| 30D | -10.6% | -19.7% | +9.1% | -9.5% |
| 3M | -10.6% | -62.9% | +52.2% | -5.5% |
| 6M | -3.5% | -59.6% | +56.1% | +1.1% |
| YTD | +18.7% | -52.1% | +70.8% | +22.2% |
| 1Y | +19.4% | -50.9% | +70.3% | +22.5% |
| 3Y | +94.5% | +333.8% | -239.3% | +101.1% |
| All | +94.5% | +331.8% | -237.4% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling