-100.0%
SPXU vs RCAT
-99.5%
-0.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | +0.8% | -3.3% | +4.2% | +0.8% |
| 3M | -4.7% | -43.2% | +38.5% | -4.9% |
| 6M | -29.6% | -43.2% | +13.6% | -29.7% |
| YTD | -29.9% | +5.5% | -35.4% | -29.6% |
| 1Y | -39.1% | -1.6% | -37.4% | -38.8% |
| 3Y | -80.0% | +773.7% | -853.7% | -79.5% |
| 5Y | -86.0% | +187.6% | -273.7% | -85.7% |
| 10Y | -99.5% | -98.5% | -1.1% | -99.5% |
| All | -100.0% | -99.5% | -0.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling