-4.5%
XRT vs RCAT
+41.8%
-46.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.6% |
| 7D | +1.7% | -5.9% | +7.7% | +2.0% |
| 30D | +7.5% | -19.7% | +27.2% | +8.3% |
| 3M | +2.2% | -62.9% | +65.0% | +6.3% |
| 6M | +14.7% | -59.6% | +74.2% | +18.0% |
| YTD | +7.5% | -52.1% | +59.6% | +8.5% |
| 1Y | +14.1% | -50.9% | +65.0% | +14.7% |
| 3Y | +58.8% | +333.8% | -275.0% | +35.5% |
| All | -4.5% | +41.8% | -46.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling