-5.2%
RCAT vs VSXY
+190.1%
-195.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -5.4% | -0.3% | -5.0% | -5.3% |
| 30D | -24.2% | -22.1% | -2.1% | -21.7% |
| 3M | -25.8% | -1.1% | -24.7% | -26.4% |
| 6M | -44.9% | +53.8% | -98.7% | -50.7% |
| YTD | +1.9% | +35.5% | -33.6% | -7.1% |
| 1Y | -5.2% | +186.0% | -191.2% | -30.6% |
| All | -5.2% | +190.1% | -195.2% | -30.6% |
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