-1.6%
RCAT vs VSXY
+224.6%
-226.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -1.4% | -14.0% | +12.6% | +0.4% |
| 30D | -3.3% | -15.9% | +12.6% | -1.4% |
| 3M | -43.2% | +3.4% | -46.6% | -44.1% |
| 6M | -43.2% | +25.9% | -69.1% | -47.1% |
| YTD | +5.5% | +39.5% | -33.9% | -4.0% |
| 1Y | -1.6% | +194.4% | -196.0% | -29.0% |
| All | -1.6% | +224.6% | -226.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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