+100.2%
DAL vs RCAT
+25.6%
+74.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.9% | +10.5% | -3.3% |
| 7D | +4.6% | -32.6% | +37.1% | +7.3% |
| 30D | +2.3% | -46.3% | +48.6% | +6.6% |
| 3M | -8.1% | -60.7% | +52.6% | -2.4% |
| 6M | +21.4% | -67.4% | +88.8% | +29.2% |
| YTD | +24.3% | -57.1% | +81.4% | +27.9% |
| 1Y | +47.4% | -63.8% | +111.2% | +52.7% |
| 3Y | +164.6% | +268.1% | -103.5% | +130.3% |
| 5Y | +100.2% | +25.2% | +75.0% | +94.9% |
| All | +100.2% | +25.6% | +74.6% | +94.9% |
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