+120.7%
XLK vs RCAT
+738.1%
-617.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.4% |
| 7D | +2.3% | -2.3% | +4.6% | +2.4% |
| 30D | +0.8% | -18.7% | +19.5% | +2.0% |
| 3M | +4.1% | -29.3% | +33.3% | +5.6% |
| 6M | +34.8% | -42.3% | +77.1% | +37.2% |
| YTD | +30.8% | +2.5% | +28.3% | +28.9% |
| 1Y | +42.4% | -5.7% | +48.0% | +39.7% |
| All | +120.7% | +738.1% | -617.5% | +117.4% |
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