-57.8%
RCAT vs BOXX
+4.1%
-61.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.8% |
| 7D | -18.5% | +0.1% | -18.6% | -19.9% |
| 30D | -37.0% | +0.4% | -37.3% | -40.2% |
| 3M | -54.9% | +1.0% | -55.9% | -61.8% |
| 6M | -63.6% | +2.0% | -65.6% | -77.9% |
| YTD | -49.6% | +3.3% | -52.8% | -82.4% |
| 1Y | -57.8% | +4.1% | -61.9% | -89.1% |
| All | -57.8% | +4.1% | -61.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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