+1.1%
SPXL vs RCAT
-64.7%
+65.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.2% | +0.7% |
| 7D | +9.6% | +15.6% | -6.0% | +6.0% |
| 30D | -9.8% | -24.1% | +14.3% | -5.4% |
| 3M | -9.1% | -61.9% | +52.8% | +7.4% |
| 6M | +1.1% | -64.3% | +65.4% | +17.1% |
| All | +1.1% | -64.7% | +65.8% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling