+43.7%
XLP vs RCAT
+270.1%
-226.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.9% | +14.1% | -0.9% |
| 7D | +3.5% | -32.6% | +36.1% | +3.2% |
| 30D | +11.6% | -46.3% | +57.8% | +11.2% |
| 3M | +7.6% | -60.7% | +68.3% | +7.2% |
| 6M | +10.0% | -67.4% | +77.4% | +9.5% |
| YTD | +19.7% | -57.1% | +76.8% | +19.0% |
| 1Y | +23.5% | -63.8% | +87.2% | +22.8% |
| All | +43.7% | +270.1% | -226.4% | +45.0% |
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