+241.5%
SOXX vs RCAT
+186.5%
+55.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | +3.0% | -5.4% | +8.4% | +3.4% |
| 30D | -3.1% | -24.2% | +21.1% | -1.2% |
| 3M | -4.4% | -25.8% | +21.4% | -2.7% |
| 6M | +52.9% | -44.9% | +97.8% | +57.2% |
| YTD | +72.0% | +1.9% | +70.1% | +68.9% |
| 1Y | +105.1% | -5.2% | +110.3% | +100.5% |
| 3Y | +220.6% | +759.6% | -539.0% | +176.5% |
| All | +241.5% | +186.5% | +55.0% | +198.7% |
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