+54.8%
XOP vs RCAT
-98.5%
+153.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | +1.6% | -5.4% | +7.0% | +1.7% |
| 30D | +9.6% | -24.2% | +33.8% | +9.8% |
| 3M | +16.9% | -25.8% | +42.8% | +17.1% |
| 6M | +24.0% | -44.9% | +69.0% | +24.3% |
| YTD | +56.2% | +1.9% | +54.3% | +55.8% |
| 1Y | +51.8% | -5.2% | +57.0% | +51.3% |
| 3Y | +37.0% | +759.6% | -722.6% | +34.6% |
| 5Y | +163.4% | +187.5% | -24.2% | +159.2% |
| All | +54.8% | -98.5% | +153.3% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling