+28.4%
XLY vs RCAT
+182.3%
-153.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -1.7% | -4.9% | +3.2% | -1.5% |
| 30D | -4.2% | -22.9% | +18.7% | -3.0% |
| 3M | -2.7% | -33.7% | +31.0% | -1.1% |
| 6M | -0.6% | -50.7% | +50.1% | +1.7% |
| YTD | -5.0% | +0.4% | -5.4% | -7.0% |
| 1Y | -4.1% | -27.6% | +23.5% | -5.3% |
| 3Y | +33.6% | +753.2% | -719.6% | +10.3% |
| All | +28.4% | +182.3% | -153.9% | +8.1% |
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 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