+911.0%
RCAT vs BOXX
+18.4%
+892.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.4% | 0.0% | +5.4% | +5.2% |
| 30D | -5.6% | +0.3% | -5.9% | -9.0% |
| 3M | -30.2% | +1.0% | -31.2% | -38.5% |
| 6M | -43.4% | +1.9% | -45.3% | -56.0% |
| YTD | +9.6% | +2.6% | +7.0% | -20.8% |
| 1Y | -2.0% | +4.0% | -6.0% | -38.4% |
| 3Y | +825.0% | +14.6% | +810.4% | +258.5% |
| All | +911.0% | +18.4% | +892.6% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling