+102.6%
SPXL vs RCAT
+63.2%
+39.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.3% |
| 7D | -2.9% | -5.6% | +2.7% | -2.4% |
| 30D | -12.4% | -27.0% | +14.6% | -9.4% |
| 3M | -11.8% | -57.9% | +46.1% | -3.0% |
| 6M | -1.4% | -59.4% | +58.0% | +7.4% |
| YTD | +19.0% | -46.9% | +65.9% | +22.8% |
| 1Y | +18.0% | -54.0% | +72.0% | +23.0% |
| 3Y | +220.0% | +378.4% | -158.4% | +140.5% |
| 5Y | +102.6% | +61.9% | +40.7% | +76.7% |
| All | +102.6% | +63.2% | +39.4% | +76.7% |
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