-51.1%
VXX vs RCAT
-59.1%
+8.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -10.3% | +0.7% | -11.2% |
| 7D | -4.1% | -18.5% | +14.4% | -7.0% |
| 30D | -0.8% | -37.0% | +36.1% | -7.2% |
| 3M | -19.8% | -54.9% | +35.1% | -28.2% |
| 6M | -40.5% | -63.6% | +23.1% | -46.9% |
| YTD | -35.5% | -49.6% | +14.0% | -36.6% |
| 1Y | -51.1% | -57.8% | +6.7% | -53.3% |
| All | -51.1% | -59.1% | +8.0% | -53.3% |
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