+3,290.5%
DELL vs RCAT
-99.2%
+3,389.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.6% |
| 7D | +17.1% | +15.6% | +1.6% | +16.9% |
| 30D | -35.1% | -24.1% | -11.0% | -34.9% |
| 3M | -23.3% | -61.9% | +38.6% | -22.5% |
| 6M | +55.8% | -64.3% | +120.1% | +57.5% |
| YTD | +198.0% | -50.4% | +248.3% | +199.5% |
| 1Y | +166.6% | -54.0% | +220.6% | +168.0% |
| 3Y | +427.6% | +347.2% | +80.5% | +417.2% |
| 5Y | +630.6% | +45.7% | +584.9% | +618.8% |
| 10Y | +2,866.3% | -99.7% | +2,966.0% | +2,698.4% |
| All | +3,290.5% | -99.2% | +3,389.7% | +2,948.0% |
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