+122.8%
DAL vs RCAT
-99.8%
+222.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +18.6% | -16.5% | +2.0% |
| 7D | +8.8% | -12.7% | +21.5% | +8.9% |
| 30D | +5.4% | -34.3% | +39.7% | +5.8% |
| 3M | -4.9% | -53.4% | +48.5% | -4.2% |
| 6M | +19.8% | -62.0% | +81.8% | +20.8% |
| YTD | +27.0% | -49.1% | +76.0% | +27.4% |
| 1Y | +52.5% | -53.1% | +105.6% | +53.0% |
| 3Y | +173.8% | +318.7% | -144.8% | +167.7% |
| 5Y | +104.5% | +48.5% | +56.0% | +100.6% |
| All | +122.8% | -99.8% | +222.6% | +112.1% |
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 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