+432.8%
XYL vs RCAT
-99.9%
+532.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -5.0% | -1.4% | -3.6% | -5.0% |
| 30D | -13.2% | -3.3% | -9.9% | -13.2% |
| 3M | -3.7% | -43.2% | +39.5% | -3.6% |
| 6M | -17.7% | -43.2% | +25.5% | -17.6% |
| YTD | -21.5% | +5.5% | -27.1% | -21.6% |
| 1Y | -24.5% | -1.6% | -22.9% | -24.6% |
| 3Y | +6.9% | +773.7% | -766.8% | +6.1% |
| 5Y | -18.1% | +187.6% | -205.7% | -18.6% |
| 10Y | +134.7% | -98.5% | +233.2% | +132.4% |
| All | +432.8% | -99.9% | +532.7% | +437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling