+2,799.2%
SOXX vs RCAT
-100.0%
+2,899.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.7% |
| 7D | +6.1% | -2.3% | +8.4% | +6.1% |
| 30D | +0.5% | -18.7% | +19.2% | +0.6% |
| 3M | -5.3% | -29.3% | +24.0% | -5.2% |
| 6M | +58.3% | -42.3% | +100.7% | +58.6% |
| YTD | +76.8% | +2.5% | +74.3% | +76.7% |
| 1Y | +114.6% | -5.7% | +120.3% | +114.3% |
| 3Y | +229.6% | +764.9% | -535.3% | +226.1% |
| 5Y | +257.3% | +182.3% | +75.0% | +253.9% |
| 10Y | +1,583.2% | -98.5% | +1,681.7% | +1,501.1% |
| All | +2,799.2% | -100.0% | +2,899.2% | +1,996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling