-35.0%
XYL vs RCAT
-56.5%
+21.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -2.4% |
| 7D | +0.6% | -5.6% | +6.2% | +0.7% |
| 30D | -5.7% | -27.0% | +21.3% | -4.9% |
| 3M | -19.8% | -57.9% | +38.1% | -17.6% |
| 6M | -14.2% | -59.4% | +45.2% | -12.3% |
| YTD | -28.1% | -46.9% | +18.8% | -30.2% |
| 1Y | -35.0% | -54.0% | +19.0% | -36.4% |
| All | -35.0% | -56.5% | +21.5% | -36.4% |
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