+59.8%
DAL vs RCAT
-51.9%
+111.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +2.3% | +7.2% | -4.9% | +1.4% |
| 30D | +14.3% | -20.4% | +34.7% | +16.1% |
| 3M | +1.3% | -59.8% | +61.0% | +8.9% |
| 6M | +29.3% | -61.9% | +91.1% | +37.3% |
| YTD | +33.0% | -45.9% | +78.9% | +31.0% |
| 1Y | +59.8% | -50.5% | +110.4% | +58.7% |
| All | +59.8% | -51.9% | +111.7% | +58.7% |
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