+246.2%
DIA vs RCAT
-98.4%
+344.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.2% |
| 7D | +0.1% | +5.4% | -5.3% | 0.0% |
| 30D | -2.1% | -5.6% | +3.5% | -2.0% |
| 3M | +4.2% | -30.2% | +34.4% | +4.3% |
| 6M | +11.9% | -43.4% | +55.3% | +12.1% |
| YTD | +10.8% | +9.6% | +1.2% | +10.5% |
| 1Y | +17.5% | -2.0% | +19.5% | +17.2% |
| 3Y | +59.9% | +825.0% | -765.1% | +56.9% |
| 5Y | +64.1% | +199.8% | -135.7% | +61.3% |
| 10Y | +246.2% | -98.4% | +344.6% | +229.3% |
| All | +246.2% | -98.4% | +344.6% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling