+104.0%
XME vs RCAT
+390.2%
-286.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.4% | -5.9% | +4.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | -7.3% | -22.0% | +14.7% | -5.4% |
| 3M | -14.8% | -51.1% | +36.4% | -9.4% |
| 6M | -18.4% | -56.6% | +38.2% | -13.1% |
| YTD | -4.7% | -43.3% | +38.6% | -1.0% |
| 1Y | +5.7% | -51.5% | +57.2% | +10.4% |
| 3Y | +104.0% | +411.4% | -307.4% | +90.9% |
| All | +104.0% | +390.2% | -286.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling