-1.6%
RCAT vs BOXX
+4.0%
-5.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.8% |
| 30D | -3.3% | +0.4% | -3.7% | -5.5% |
| 3M | -43.2% | +1.0% | -44.2% | -49.0% |
| 6M | -43.2% | +2.0% | -45.1% | -58.4% |
| YTD | +5.5% | +2.6% | +2.9% | -20.1% |
| 1Y | -1.6% | +4.1% | -5.7% | +44.3% |
| All | -1.6% | +4.0% | -5.7% | +44.3% |
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