+522.2%
XLP vs RCAT
-100.0%
+622.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -0.9% | -3.3% | +2.5% | -0.9% |
| 3M | +3.8% | -43.2% | +47.0% | +3.8% |
| 6M | -1.7% | -43.2% | +41.4% | -1.7% |
| YTD | +10.3% | +5.5% | +4.7% | +10.2% |
| 1Y | +7.8% | -1.6% | +9.4% | +7.8% |
| 3Y | +27.2% | +773.7% | -746.5% | +26.9% |
| 5Y | +32.5% | +187.6% | -155.1% | +32.2% |
| 10Y | +101.8% | -98.5% | +200.2% | +100.7% |
| All | +522.2% | -100.0% | +622.2% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling