+825.6%
RCAT vs BOXX
+18.5%
+807.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -2.0% |
| 7D | -4.9% | +0.1% | -4.9% | -5.4% |
| 30D | -22.9% | +0.3% | -23.2% | -25.6% |
| 3M | -33.7% | +1.0% | -34.8% | -41.6% |
| 6M | -50.7% | +1.9% | -52.7% | -61.7% |
| YTD | +0.4% | +2.7% | -2.3% | -27.9% |
| 1Y | -27.6% | +4.0% | -31.7% | -54.6% |
| 3Y | +753.2% | +14.7% | +738.5% | +228.7% |
| All | +825.6% | +18.5% | +807.1% | +307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling