+180.9%
XME vs RCAT
-100.0%
+280.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.4% | -5.9% | +5.5% |
| 7D | +0.9% | +1.1% | -0.2% | +0.9% |
| 30D | -7.3% | -22.0% | +14.7% | -7.2% |
| 3M | -14.8% | -51.1% | +36.4% | -14.6% |
| 6M | -18.4% | -56.6% | +38.2% | -18.2% |
| YTD | -4.7% | -43.3% | +38.6% | -4.6% |
| 1Y | +5.7% | -51.5% | +57.2% | +5.8% |
| 3Y | +104.0% | +411.4% | -307.4% | +103.2% |
| 5Y | +122.4% | +74.4% | +48.0% | +121.7% |
| 10Y | +285.4% | -99.6% | +384.9% | +281.4% |
| All | +180.9% | -100.0% | +280.9% | +175.5% |
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