-4.8%
SOXL vs RCAT
+41.8%
-46.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.4% | -7.6% | -10.1% |
| 7D | +26.9% | -5.9% | +32.8% | +29.4% |
| 30D | -47.2% | -19.7% | -27.6% | -42.3% |
| 3M | -59.9% | -62.9% | +3.0% | -47.2% |
| 6M | -68.3% | -59.6% | -8.8% | -58.4% |
| YTD | +38.8% | -52.1% | +90.9% | +70.8% |
| 1Y | +48.8% | -50.9% | +99.7% | +81.6% |
| 3Y | +196.5% | +333.8% | -137.3% | +144.3% |
| All | -4.8% | +41.8% | -46.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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