+65.7%
DIA vs RCAT
+183.7%
-118.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -1.5% | -3.3% | +1.8% | -1.5% |
| 3M | +3.8% | -43.2% | +47.0% | +5.2% |
| 6M | +10.3% | -43.2% | +53.4% | +11.3% |
| YTD | +12.1% | +5.5% | +6.5% | +10.6% |
| 1Y | +18.6% | -1.6% | +20.3% | +16.6% |
| 3Y | +60.6% | +773.7% | -713.1% | +45.7% |
| All | +65.7% | +183.7% | -118.0% | +51.7% |
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