-86.0%
SPXU vs RCAT
+184.3%
-270.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +0.7% |
| 7D | +1.3% | -2.3% | +3.5% | +1.0% |
| 30D | +5.1% | -18.7% | +23.8% | +3.0% |
| 3M | -9.1% | -29.3% | +20.1% | -11.2% |
| 6M | -29.6% | -42.3% | +12.7% | -31.0% |
| YTD | -27.7% | +2.5% | -30.2% | -23.6% |
| 1Y | -37.0% | -5.7% | -31.3% | -32.2% |
| 3Y | -80.2% | +764.9% | -845.1% | -71.3% |
| 5Y | -86.0% | +182.3% | -268.3% | -80.0% |
| All | -86.0% | +184.3% | -270.3% | -80.0% |
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