+44.4%
XLU vs RCAT
+177.7%
-133.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 1Y | +3.3% | -5.2% | +8.5% | +2.3% |
| 3Y | +47.3% | +759.6% | -712.3% | +38.9% |
| 5Y | +44.4% | +187.5% | -143.1% | +36.0% |
| All | +44.4% | +177.7% | -133.3% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling