-20.6%
XYL vs RCAT
-7.9%
-12.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.8% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | -10.8% | -18.7% | +7.9% | -10.1% |
| 3M | -2.5% | -29.3% | +26.7% | -1.2% |
| 6M | -12.2% | -42.3% | +30.1% | -11.0% |
| YTD | -20.1% | +2.5% | -22.6% | -23.0% |
| 1Y | -20.6% | -5.7% | -15.0% | -23.9% |
| All | -20.6% | -7.9% | -12.7% | -23.9% |
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