+124.6%
XLP vs RCAT
-99.8%
+224.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.6% | -19.9% | -1.3% |
| 7D | +0.7% | -12.7% | +13.5% | +0.8% |
| 30D | +10.3% | -34.3% | +44.6% | +10.3% |
| 3M | +6.5% | -53.4% | +59.9% | +6.7% |
| 6M | +8.4% | -62.0% | +70.3% | +8.5% |
| YTD | +18.2% | -49.1% | +67.3% | +18.2% |
| 1Y | +22.4% | -53.1% | +75.6% | +22.4% |
| 3Y | +41.9% | +318.7% | -276.8% | +40.6% |
| 5Y | +40.9% | +48.5% | -7.7% | +39.7% |
| All | +124.6% | -99.8% | +224.4% | +119.1% |
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 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