+804.2%
DIA vs RCAT
-100.0%
+904.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -0.4% |
| 7D | -0.9% | -12.7% | +11.8% | -0.9% |
| 30D | +0.3% | -34.3% | +34.6% | +0.3% |
| 3M | -4.5% | -53.4% | +48.9% | -4.4% |
| 6M | +3.4% | -62.0% | +65.3% | +3.4% |
| YTD | +7.8% | -49.1% | +56.8% | +7.8% |
| 1Y | +10.7% | -53.1% | +63.9% | +10.8% |
| 3Y | +57.5% | +318.7% | -261.1% | +57.1% |
| 5Y | +53.7% | +48.5% | +5.2% | +53.4% |
| 10Y | +247.2% | -99.6% | +346.8% | +246.2% |
| All | +804.2% | -100.0% | +904.2% | +839.2% |
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