+107.5%
SOXX vs RCAT
-14.2%
+121.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.1% |
| 7D | +1.4% | -4.9% | +6.3% | +2.1% |
| 30D | -3.6% | -22.9% | +19.3% | +0.1% |
| 3M | -10.2% | -33.7% | +23.6% | -5.9% |
| 6M | +54.2% | -50.7% | +105.0% | +64.3% |
| YTD | +75.2% | +0.4% | +74.8% | +66.8% |
| 1Y | +107.5% | -27.6% | +135.1% | +107.7% |
| All | +107.5% | -14.2% | +121.7% | +107.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling