+145.1%
XRT vs RCAT
-99.6%
+244.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | -0.3% |
| 7D | +4.1% | -5.6% | +9.7% | +4.1% |
| 30D | +9.9% | -27.0% | +37.0% | +10.1% |
| 3M | +2.3% | -57.9% | +60.2% | +2.6% |
| 6M | +9.6% | -59.4% | +69.0% | +9.9% |
| YTD | +9.1% | -46.9% | +56.1% | +9.2% |
| 1Y | +16.2% | -54.0% | +70.3% | +16.4% |
| 3Y | +60.1% | +378.4% | -318.3% | +58.4% |
| 5Y | -0.5% | +61.9% | -62.4% | -1.4% |
| 10Y | +145.1% | -99.6% | +244.7% | +144.2% |
| All | +145.1% | -99.6% | +244.7% | +144.2% |
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 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