+818.3%
XOM vs RCAT
-100.0%
+918.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +5.9% | -3.3% | +9.2% | +5.9% |
| 3M | +5.6% | -43.2% | +48.8% | +5.6% |
| 6M | +7.9% | -43.2% | +51.0% | +7.9% |
| YTD | +35.2% | +5.5% | +29.6% | +35.1% |
| 1Y | +46.0% | -1.6% | +47.6% | +45.8% |
| 3Y | +55.0% | +773.7% | -718.7% | +54.0% |
| 5Y | +246.3% | +187.6% | +58.7% | +244.3% |
| 10Y | +181.0% | -98.5% | +279.4% | +173.4% |
| All | +818.3% | -100.0% | +918.3% | +743.7% |
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 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