+4,681.2%
DELL vs RCAT
-98.3%
+4,779.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | +14.9% | -1.4% | +16.3% | +14.9% |
| 30D | +13.3% | -3.3% | +16.6% | +13.3% |
| 3M | +24.4% | -43.2% | +67.6% | +25.1% |
| 6M | +258.0% | -43.2% | +301.2% | +259.5% |
| YTD | +320.2% | +5.5% | +314.6% | +318.8% |
| 1Y | +319.1% | -1.6% | +320.7% | +317.4% |
| 3Y | +706.5% | +773.7% | -67.2% | +684.4% |
| 5Y | +1,071.9% | +187.6% | +884.3% | +1,042.8% |
| 10Y | +4,683.5% | -98.5% | +4,781.9% | +4,192.3% |
| All | +4,681.2% | -98.3% | +4,779.5% | +4,162.0% |
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