-31.5%
XYL vs RCAT
-59.1%
+27.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.3% | +15.3% | +5.1% |
| 7D | +14.5% | -18.5% | +33.1% | +14.8% |
| 30D | -1.3% | -37.0% | +35.6% | -0.1% |
| 3M | -17.0% | -54.9% | +37.9% | -15.0% |
| 6M | -11.3% | -63.6% | +52.3% | -9.0% |
| YTD | -25.0% | -49.6% | +24.6% | -27.0% |
| 1Y | -31.5% | -57.8% | +26.3% | -32.4% |
| All | -31.5% | -59.1% | +27.6% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling