+393.1%
XYL vs RCAT
-100.0%
+493.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.9% | -2.3% |
| 7D | +5.9% | -12.7% | +18.6% | +5.9% |
| 30D | -3.9% | -34.3% | +30.4% | -3.8% |
| 3M | -18.7% | -53.4% | +34.7% | -18.5% |
| 6M | -16.9% | -62.0% | +45.1% | -16.7% |
| YTD | -27.4% | -49.1% | +21.7% | -27.3% |
| 1Y | -34.0% | -53.1% | +19.1% | -34.0% |
| 3Y | +5.6% | +318.7% | -313.1% | +5.0% |
| 5Y | -20.6% | +48.5% | -69.1% | -21.0% |
| 10Y | +133.4% | -99.6% | +233.0% | +131.4% |
| All | +393.1% | -100.0% | +493.1% | +398.3% |
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