+88.2%
XLRE vs RCAT
-98.5%
+186.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.9% |
| 7D | -1.2% | -4.9% | +3.7% | -1.1% |
| 30D | -2.4% | -22.9% | +20.5% | -2.3% |
| 3M | -2.5% | -33.7% | +31.2% | -2.4% |
| 6M | +4.0% | -50.7% | +54.7% | +4.2% |
| YTD | +9.3% | +0.4% | +8.9% | +9.1% |
| 1Y | +5.6% | -27.6% | +33.2% | +5.5% |
| 3Y | +31.3% | +753.2% | -721.9% | +29.2% |
| 5Y | +9.5% | +183.3% | -173.7% | +8.0% |
| All | +88.2% | -98.5% | +186.7% | +88.1% |
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