+111.4%
DAL vs RCAT
+41.8%
+69.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -1.1% | -5.9% | +4.9% | -0.7% |
| 30D | +12.8% | -19.7% | +32.5% | +14.2% |
| 3M | -5.3% | -62.9% | +57.6% | +1.0% |
| 6M | +22.4% | -59.6% | +81.9% | +28.4% |
| YTD | +25.6% | -52.1% | +77.7% | +28.2% |
| 1Y | +45.5% | -50.9% | +96.4% | +47.7% |
| 3Y | +161.0% | +333.8% | -172.8% | +123.2% |
| All | +111.4% | +41.8% | +69.6% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling