+201.9%
RCAT vs VSXY
+23.6%
+178.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +3.4% |
| 7D | +5.4% | -6.8% | +12.2% | +6.1% |
| 30D | -5.6% | -20.4% | +14.8% | -3.3% |
| 3M | -30.2% | +2.9% | -33.1% | -30.8% |
| 6M | -43.4% | +67.9% | -111.3% | -48.0% |
| YTD | +9.6% | +44.9% | -35.2% | +2.3% |
| 1Y | -2.0% | +205.9% | -207.9% | -16.9% |
| 3Y | +825.0% | +373.9% | +451.1% | +632.6% |
| All | +201.9% | +23.6% | +178.3% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling