+111.0%
RCAT vs VSXY
+33.4%
+77.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -5.4% | -0.3% | -5.0% | -5.3% |
| 30D | -24.2% | -22.1% | -2.1% | -22.2% |
| 3M | -25.8% | -1.1% | -24.7% | -26.1% |
| 6M | -44.9% | +53.8% | -98.7% | -48.6% |
| YTD | +1.9% | +35.5% | -33.6% | -3.7% |
| 1Y | -5.2% | +186.0% | -191.2% | -17.9% |
| 3Y | +759.6% | +343.2% | +416.4% | +602.0% |
| 5Y | +187.5% | +19.0% | +168.5% | +155.8% |
| All | +111.0% | +33.4% | +77.5% | +80.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling