+839.5%
RCAT vs BOXX
+18.4%
+821.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.7% |
| 7D | -5.4% | 0.0% | -5.4% | -5.9% |
| 30D | -24.2% | +0.3% | -24.5% | -26.7% |
| 3M | -25.8% | +1.0% | -26.8% | -34.2% |
| 6M | -44.9% | +1.9% | -46.9% | -57.2% |
| YTD | +1.9% | +2.6% | -0.7% | -26.5% |
| 1Y | -5.2% | +4.0% | -9.2% | -40.2% |
| 3Y | +759.6% | +14.6% | +745.0% | +233.0% |
| All | +839.5% | +18.4% | +821.1% | +315.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling