+169.4%
XLV vs RCAT
-98.5%
+267.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -3.6% | -4.9% | +1.3% | -3.5% |
| 30D | -1.8% | -22.9% | +21.0% | -1.7% |
| 3M | +7.8% | -33.7% | +41.5% | +7.9% |
| 6M | +9.1% | -50.7% | +59.9% | +9.3% |
| YTD | +7.7% | +0.4% | +7.4% | +7.5% |
| 1Y | +20.4% | -27.6% | +48.1% | +20.3% |
| 3Y | +30.8% | +753.2% | -722.4% | +28.9% |
| 5Y | +34.6% | +183.3% | -148.6% | +32.9% |
| All | +169.4% | -98.5% | +267.9% | +165.1% |
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