+67.0%
XOP vs RCAT
-100.0%
+166.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.8% | -0.2% |
| 7D | -14.7% | -12.7% | -2.0% | -14.7% |
| 30D | -7.7% | -34.3% | +26.6% | -7.6% |
| 3M | +4.4% | -53.4% | +57.8% | +4.6% |
| 6M | +3.5% | -62.0% | +65.5% | +3.7% |
| YTD | +39.4% | -49.1% | +88.5% | +39.5% |
| 1Y | +39.8% | -53.1% | +92.9% | +39.9% |
| 3Y | +29.7% | +318.7% | -289.0% | +28.9% |
| 5Y | +78.6% | +48.5% | +30.1% | +77.7% |
| 10Y | +51.8% | -99.6% | +151.5% | +49.2% |
| All | +67.0% | -100.0% | +166.9% | +57.4% |
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 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