+551.0%
DELL vs RCAT
+63.2%
+487.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -2.9% |
| 7D | -18.1% | -5.6% | -12.5% | -17.8% |
| 30D | -42.9% | -27.0% | -15.8% | -41.5% |
| 3M | -26.9% | -57.9% | +31.0% | -22.3% |
| 6M | +28.8% | -59.4% | +88.2% | +36.4% |
| YTD | +168.4% | -46.9% | +215.3% | +176.2% |
| 1Y | +136.8% | -54.0% | +190.9% | +144.8% |
| 3Y | +375.3% | +378.4% | -3.1% | +342.1% |
| 5Y | +551.0% | +61.9% | +489.1% | +546.7% |
| All | +551.0% | +63.2% | +487.8% | +546.7% |
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 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