-49.9%
VXX vs RCAT
-2.3%
-47.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.3% |
| 7D | -3.5% | -1.4% | -2.1% | -3.6% |
| 30D | -13.6% | -3.3% | -10.3% | -13.7% |
| 3M | -24.6% | -43.2% | +18.6% | -28.9% |
| 6M | -39.9% | -43.2% | +3.3% | -41.7% |
| YTD | -33.1% | +5.5% | -38.6% | -27.2% |
| 1Y | -49.9% | -1.6% | -48.3% | -48.0% |
| All | -49.9% | -2.3% | -47.6% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling