-100.0%
SPXU vs RCAT
-99.8%
-0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.2% |
| 7D | -7.6% | -5.9% | -1.6% | -7.6% |
| 30D | +5.3% | -19.7% | +25.0% | +5.2% |
| 3M | +9.6% | -62.9% | +72.5% | +9.0% |
| 6M | -4.5% | -59.6% | +55.0% | -4.9% |
| YTD | -25.9% | -52.1% | +26.2% | -25.9% |
| 1Y | -28.9% | -50.9% | +22.0% | -28.9% |
| 3Y | -80.5% | +333.8% | -414.3% | -80.1% |
| 5Y | -83.4% | +40.7% | -124.1% | -83.1% |
| 10Y | -99.5% | -99.8% | +0.3% | -99.5% |
| All | -100.0% | -99.8% | -0.2% | -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