+53.8%
XOP vs RCAT
-1.5%
+55.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.6% |
| 7D | +0.6% | +5.4% | -4.8% | +0.4% |
| 30D | +16.5% | -5.6% | +22.1% | +16.7% |
| 3M | +15.7% | -30.2% | +45.9% | +16.9% |
| 6M | +19.2% | -43.4% | +62.6% | +21.0% |
| YTD | +55.0% | +9.6% | +45.3% | +51.1% |
| All | +53.8% | -1.5% | +55.3% | +54.3% |
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