+121.4%
DAL vs RCAT
-99.7%
+221.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +2.3% | +7.2% | -4.9% | +2.2% |
| 30D | +14.3% | -20.4% | +34.7% | +14.5% |
| 3M | +1.3% | -59.8% | +61.0% | +2.2% |
| 6M | +29.3% | -61.9% | +91.1% | +30.3% |
| YTD | +33.0% | -45.9% | +78.9% | +33.3% |
| 1Y | +59.8% | -50.5% | +110.4% | +60.3% |
| 3Y | +177.2% | +387.5% | -210.3% | +170.6% |
| 5Y | +118.4% | +70.9% | +47.4% | +113.9% |
| 10Y | +121.4% | -99.7% | +221.1% | +111.2% |
| All | +121.4% | -99.7% | +221.1% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling