+973.1%
XLY vs RCAT
-100.0%
+1,073.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.9% | -5.4% | +1.5% | -3.9% |
| 30D | -6.1% | -24.2% | +18.1% | -6.1% |
| 3M | -1.2% | -25.8% | +24.7% | -1.1% |
| 6M | -1.8% | -44.9% | +43.1% | -1.7% |
| YTD | -5.9% | +1.9% | -7.8% | -5.9% |
| 1Y | -3.1% | -5.2% | +2.1% | -3.1% |
| 3Y | +36.0% | +759.6% | -723.6% | +35.7% |
| 5Y | +27.6% | +187.5% | -160.0% | +27.3% |
| 10Y | +216.8% | -98.5% | +315.3% | +219.6% |
| All | +973.1% | -100.0% | +1,073.1% | +1,071.1% |
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 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