-100.0%
SQQQ 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 | +0.3% | +3.9% | -3.5% | +0.4% |
| 7D | -4.2% | +5.4% | -9.5% | -4.1% |
| 30D | +2.4% | -5.6% | +8.0% | +2.4% |
| 3M | -5.7% | -30.2% | +24.6% | -5.8% |
| 6M | -46.6% | -43.4% | -3.2% | -46.6% |
| YTD | -42.7% | +9.6% | -52.4% | -42.5% |
| 1Y | -52.6% | -2.0% | -50.6% | -52.3% |
| 3Y | -89.8% | +825.0% | -914.8% | -89.6% |
| 5Y | -94.7% | +199.8% | -294.5% | -94.6% |
| 10Y | -100.0% | -98.4% | -1.6% | -100.0% |
| 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