+237.8%
XME vs RCAT
-99.9%
+337.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | +6.0% | -3.3% | +9.3% | +6.0% |
| 3M | -7.7% | -43.2% | +35.5% | -7.6% |
| 6M | +1.0% | -43.2% | +44.1% | +1.1% |
| YTD | +14.6% | +5.5% | +9.1% | +14.6% |
| 1Y | +46.0% | -1.6% | +47.6% | +45.9% |
| 3Y | +127.0% | +773.7% | -646.7% | +125.8% |
| 5Y | +175.8% | +187.6% | -11.8% | +174.5% |
| 10Y | +414.6% | -98.5% | +513.1% | +408.3% |
| All | +237.8% | -99.9% | +337.7% | +230.8% |
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