-21.8%
XYL vs RCAT
+46.9%
-68.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.9% | -2.9% |
| 7D | +5.9% | -12.7% | +18.6% | +6.3% |
| 30D | -3.9% | -34.3% | +30.4% | -2.5% |
| 3M | -18.7% | -53.4% | +34.7% | -16.4% |
| 6M | -16.9% | -62.0% | +45.1% | -14.4% |
| YTD | -27.4% | -49.1% | +21.7% | -27.0% |
| 1Y | -34.0% | -53.1% | +19.1% | -33.6% |
| 3Y | +5.6% | +318.7% | -313.1% | -6.9% |
| All | -21.8% | +46.9% | -68.7% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling