+627.5%
XLU vs RCAT
-100.0%
+727.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.9% |
| 7D | +2.1% | +5.4% | -3.3% | +2.1% |
| 30D | -0.4% | -5.6% | +5.2% | -0.4% |
| 3M | +0.5% | -30.2% | +30.7% | +0.5% |
| 6M | -5.8% | -43.4% | +37.6% | -5.8% |
| YTD | +3.1% | +9.6% | -6.5% | +3.1% |
| 1Y | +8.1% | -2.0% | +10.1% | +8.0% |
| 3Y | +50.5% | +825.0% | -774.5% | +50.0% |
| 5Y | +44.7% | +199.8% | -155.1% | +44.2% |
| 10Y | +136.8% | -98.4% | +235.2% | +134.9% |
| All | +627.5% | -100.0% | +727.5% | +639.8% |
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