+536.2%
XRT vs RCAT
-100.0%
+636.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.4% | -1.8% |
| 7D | -0.4% | +15.6% | -16.0% | -0.5% |
| 30D | +7.5% | -24.1% | +31.6% | +7.6% |
| 3M | +2.3% | -61.9% | +64.2% | +2.5% |
| 6M | +12.8% | -64.3% | +77.2% | +13.0% |
| YTD | +7.1% | -50.4% | +57.4% | +7.1% |
| 1Y | +12.3% | -54.0% | +66.3% | +12.3% |
| 3Y | +57.0% | +347.2% | -290.2% | +56.5% |
| 5Y | -4.3% | +45.7% | -50.1% | -4.6% |
| 10Y | +136.7% | -99.7% | +236.4% | +136.6% |
| All | +536.2% | -100.0% | +636.2% | +533.5% |
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