+261.8%
XOM vs RCAT
+184.3%
+77.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +3.4% | -18.7% | +22.1% | +3.8% |
| 3M | +11.0% | -29.3% | +40.3% | +11.5% |
| 6M | +10.6% | -42.3% | +52.9% | +11.2% |
| YTD | +39.2% | +2.5% | +36.7% | +37.7% |
| 1Y | +52.7% | -5.7% | +58.4% | +50.7% |
| 3Y | +56.8% | +764.9% | -708.1% | +43.1% |
| 5Y | +261.8% | +182.3% | +79.5% | +238.7% |
| All | +261.8% | +184.3% | +77.5% | +238.7% |
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