+110.4%
XLRE vs RCAT
-98.6%
+209.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.3% | +5.4% | -5.7% | -0.3% |
| 30D | -2.4% | -5.6% | +3.2% | -2.4% |
| 3M | +0.6% | -30.2% | +30.8% | +0.7% |
| 6M | +3.9% | -43.4% | +47.3% | +4.1% |
| YTD | +10.5% | +9.6% | +0.8% | +10.2% |
| 1Y | +8.4% | -2.0% | +10.4% | +8.1% |
| 3Y | +32.8% | +825.0% | -792.2% | +30.6% |
| 5Y | +7.0% | +199.8% | -192.8% | +5.4% |
| 10Y | +83.8% | -98.4% | +182.2% | +76.8% |
| All | +110.4% | -98.6% | +209.0% | +97.9% |
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