+36.3%
XOP vs RCAT
-56.5%
+92.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.0% |
| 7D | -8.4% | -5.6% | -2.7% | -8.3% |
| 30D | -8.4% | -27.0% | +18.7% | -7.6% |
| 3M | +0.2% | -57.9% | +58.1% | +2.6% |
| 6M | +7.2% | -59.4% | +66.6% | +9.5% |
| YTD | +40.8% | -46.9% | +87.7% | +39.5% |
| 1Y | +36.3% | -54.0% | +90.3% | +36.2% |
| All | +36.3% | -56.5% | +92.7% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling