+45.8%
XRT vs RCAT
+737.0%
-691.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | -4.2% | -3.3% | -0.8% | -4.2% |
| 3M | +5.1% | -43.2% | +48.3% | +7.0% |
| 6M | +2.4% | -43.2% | +45.6% | +3.5% |
| YTD | +3.2% | +5.5% | -2.4% | +1.4% |
| 1Y | +1.5% | -1.6% | +3.2% | -0.6% |
| All | +45.8% | +737.0% | -691.2% | +35.1% |
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