+46.7%
XLU vs RCAT
+733.0%
-686.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -5.4% | +4.2% | -1.1% |
| 30D | -2.5% | -24.2% | +21.7% | -2.2% |
| 3M | -2.7% | -25.8% | +23.1% | -2.5% |
| 6M | -7.5% | -44.9% | +37.5% | -7.0% |
| YTD | +0.9% | +1.9% | -1.0% | 0.0% |
| 1Y | +3.3% | -5.2% | +8.5% | +2.2% |
| All | +46.7% | +733.0% | -686.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling