+1,248.4%
SPXL vs RCAT
-98.5%
+1,346.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.3% |
| 7D | -1.3% | -2.3% | +1.0% | -1.3% |
| 30D | -5.0% | -18.7% | +13.7% | -4.7% |
| 3M | +7.6% | -29.3% | +36.9% | +8.2% |
| 6M | +33.6% | -42.3% | +75.9% | +34.5% |
| YTD | +28.1% | +2.5% | +25.6% | +27.4% |
| 1Y | +43.6% | -5.7% | +49.3% | +42.7% |
| 3Y | +225.8% | +764.9% | -539.1% | +209.9% |
| 5Y | +140.1% | +182.3% | -42.2% | +129.8% |
| 10Y | +1,248.4% | -98.5% | +1,346.9% | +1,142.3% |
| All | +1,248.4% | -98.5% | +1,346.9% | +1,142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling