-78.3%
VXX vs RCAT
+720.6%
-798.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.5% |
| 7D | +2.0% | -4.9% | +6.9% | +1.3% |
| 30D | -7.1% | -22.9% | +15.8% | -10.3% |
| 3M | -28.6% | -33.7% | +5.1% | -31.7% |
| 6M | -44.0% | -50.7% | +6.8% | -46.9% |
| YTD | -31.7% | +0.4% | -32.1% | -26.5% |
| 1Y | -46.3% | -27.6% | -18.7% | -43.3% |
| 3Y | -78.3% | +753.2% | -831.4% | -69.1% |
| All | -78.3% | +720.6% | -798.9% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling