+840.4%
DIA vs RCAT
-100.0%
+940.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -1.5% | -3.3% | +1.8% | -1.5% |
| 3M | +3.8% | -43.2% | +47.0% | +3.8% |
| 6M | +10.3% | -43.2% | +53.4% | +10.3% |
| YTD | +12.1% | +5.5% | +6.5% | +12.0% |
| 1Y | +18.6% | -1.6% | +20.3% | +18.6% |
| 3Y | +60.6% | +773.7% | -713.1% | +60.1% |
| 5Y | +64.4% | +187.6% | -123.2% | +63.9% |
| 10Y | +250.1% | -98.5% | +348.5% | +248.9% |
| All | +840.4% | -100.0% | +940.4% | +876.1% |
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