+135.9%
XLU vs RCAT
-98.5%
+234.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -1.6% |
| 30D | -3.3% | -22.9% | +19.6% | -3.2% |
| 3M | -3.2% | -33.7% | +30.6% | -3.0% |
| 6M | -7.0% | -50.7% | +43.8% | -6.8% |
| YTD | +0.6% | +0.4% | +0.3% | +0.5% |
| 1Y | +2.4% | -27.6% | +30.1% | +2.3% |
| 3Y | +46.3% | +753.2% | -706.9% | +44.2% |
| 5Y | +44.0% | +183.3% | -139.3% | +42.1% |
| All | +135.9% | -98.5% | +234.4% | +130.4% |
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 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