+381.8%
DAL vs RCAT
-100.0%
+481.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.9% | +10.5% | -4.3% |
| 7D | +4.6% | -32.6% | +37.1% | +4.7% |
| 30D | +2.3% | -46.3% | +48.6% | +2.6% |
| 3M | -8.1% | -60.7% | +52.6% | -7.7% |
| 6M | +21.4% | -67.4% | +88.8% | +21.9% |
| YTD | +24.3% | -57.1% | +81.4% | +24.6% |
| 1Y | +47.4% | -63.8% | +111.2% | +47.8% |
| 3Y | +164.6% | +268.1% | -103.5% | +162.0% |
| 5Y | +100.2% | +25.2% | +75.0% | +98.6% |
| 10Y | +124.9% | -99.7% | +224.6% | +114.8% |
| All | +381.8% | -100.0% | +481.8% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling