+99.4%
XYL vs RCAT
-99.8%
+199.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -3.7% | -5.9% | +2.2% | -3.7% |
| 30D | -8.3% | -19.7% | +11.3% | -8.3% |
| 3M | -21.4% | -62.9% | +41.4% | -21.0% |
| 6M | -12.9% | -59.6% | +46.6% | -12.6% |
| YTD | -30.1% | -52.1% | +22.0% | -30.0% |
| 1Y | -35.2% | -50.9% | +15.8% | -35.1% |
| 3Y | -0.8% | +333.8% | -334.6% | -2.0% |
| 5Y | -23.2% | +40.7% | -64.0% | -24.1% |
| All | +99.4% | -99.8% | +199.2% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling