+29.7%
XOP vs RCAT
+339.1%
-309.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.8% | -1.0% |
| 7D | -14.7% | -12.7% | -2.0% | -14.3% |
| 30D | -7.7% | -34.3% | +26.6% | -6.3% |
| 3M | +4.4% | -53.4% | +57.8% | +7.4% |
| 6M | +3.5% | -62.0% | +65.5% | +6.6% |
| YTD | +39.4% | -49.1% | +88.5% | +40.2% |
| 1Y | +39.8% | -53.1% | +92.9% | +40.6% |
| 3Y | +29.7% | +318.7% | -289.0% | +22.0% |
| All | +29.7% | +339.1% | -309.5% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling