+42.7%
XLP vs RCAT
+25.6%
+17.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.9% | +14.1% | -0.7% |
| 7D | +3.5% | -32.6% | +36.1% | +3.5% |
| 30D | +11.6% | -46.3% | +57.8% | +11.6% |
| 3M | +7.6% | -60.7% | +68.3% | +7.8% |
| 6M | +10.0% | -67.4% | +77.4% | +10.1% |
| YTD | +19.7% | -57.1% | +76.8% | +19.3% |
| 1Y | +23.5% | -63.8% | +87.2% | +23.2% |
| 3Y | +44.0% | +268.1% | -224.1% | +36.9% |
| 5Y | +42.7% | +25.2% | +17.5% | +37.0% |
| All | +42.7% | +25.6% | +17.0% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling