+59.7%
DIA vs RCAT
+331.8%
-272.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.2% |
| 7D | +2.1% | -5.9% | +8.1% | +2.3% |
| 30D | +1.5% | -19.7% | +21.1% | +2.0% |
| 3M | -2.4% | -62.9% | +60.4% | +0.3% |
| 6M | +6.0% | -59.6% | +65.5% | +8.2% |
| YTD | +10.1% | -52.1% | +62.2% | +11.1% |
| 1Y | +11.8% | -50.9% | +62.7% | +12.5% |
| 3Y | +59.7% | +333.8% | -274.1% | +58.8% |
| All | +59.7% | +331.8% | -272.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling