+513.3%
XRT vs RCAT
-99.9%
+613.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | -4.2% | -3.3% | -0.8% | -4.2% |
| 3M | +5.1% | -43.2% | +48.3% | +5.2% |
| 6M | +2.4% | -43.2% | +45.6% | +2.5% |
| YTD | +3.2% | +5.5% | -2.4% | +3.1% |
| 1Y | +1.5% | -1.6% | +3.2% | +1.4% |
| 3Y | +40.6% | +773.7% | -733.1% | +40.0% |
| 5Y | -1.0% | +187.6% | -188.6% | -1.3% |
| 10Y | +128.4% | -98.5% | +226.9% | +128.1% |
| All | +513.3% | -99.9% | +613.3% | +510.1% |
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 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