+140.2%
SPXL vs RCAT
+192.8%
-52.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.1% |
| 7D | +1.5% | +5.4% | -3.9% | +0.8% |
| 30D | -3.7% | -5.6% | +1.9% | -3.3% |
| 3M | +8.1% | -30.2% | +38.3% | +11.6% |
| 6M | +39.0% | -43.4% | +82.4% | +44.5% |
| YTD | +29.9% | +9.6% | +20.3% | +24.1% |
| 1Y | +46.6% | -2.0% | +48.6% | +39.3% |
| 3Y | +230.5% | +825.0% | -594.5% | +138.5% |
| 5Y | +140.2% | +199.8% | -59.7% | +80.8% |
| All | +140.2% | +192.8% | -52.6% | +80.8% |
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