+388.1%
XYL vs RCAT
-100.0%
+488.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -2.4% |
| 7D | +0.6% | -5.6% | +6.2% | +0.6% |
| 30D | -5.7% | -27.0% | +21.3% | -5.7% |
| 3M | -19.8% | -57.9% | +38.1% | -19.6% |
| 6M | -14.2% | -59.4% | +45.2% | -14.0% |
| YTD | -28.1% | -46.9% | +18.8% | -28.1% |
| 1Y | -35.0% | -54.0% | +19.0% | -34.9% |
| 3Y | +2.1% | +378.4% | -376.3% | +1.5% |
| 5Y | -22.1% | +61.9% | -84.0% | -22.5% |
| 10Y | +107.0% | -99.6% | +206.6% | +105.2% |
| All | +388.1% | -100.0% | +488.1% | +393.2% |
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 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