+102.9%
DAL vs RCAT
+46.9%
+56.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +18.6% | -16.5% | +0.9% |
| 7D | +8.8% | -12.7% | +21.5% | +9.6% |
| 30D | +5.4% | -34.3% | +39.7% | +8.2% |
| 3M | -4.9% | -53.4% | +48.5% | -0.4% |
| 6M | +19.8% | -62.0% | +81.8% | +26.0% |
| YTD | +27.0% | -49.1% | +76.0% | +29.0% |
| 1Y | +52.5% | -53.1% | +105.6% | +55.1% |
| 3Y | +173.8% | +318.7% | -144.8% | +136.1% |
| All | +102.9% | +46.9% | +56.0% | +92.8% |
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