-0.8%
RCAT vs VSXY
+93.0%
-93.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.6% |
| 7D | -5.9% | -1.7% | -4.2% | -5.7% |
| 30D | -19.7% | +20.1% | -39.8% | -21.2% |
| 3M | -62.9% | +16.6% | -79.4% | -63.6% |
| 6M | -59.6% | +134.9% | -194.5% | -64.0% |
| YTD | -52.1% | +96.0% | -148.1% | -56.6% |
| 1Y | -50.9% | +203.8% | -254.7% | -57.8% |
| 3Y | +333.8% | +465.3% | -131.5% | +243.4% |
| 5Y | +40.7% | +106.3% | -65.6% | +22.2% |
| All | -0.8% | +93.0% | -93.8% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling