+823.8%
DIA vs RCAT
-100.0%
+923.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | +2.2% |
| 7D | +0.8% | +1.1% | -0.4% | +0.8% |
| 30D | +1.4% | -22.0% | +23.4% | +1.4% |
| 3M | -2.7% | -51.1% | +48.4% | -2.6% |
| 6M | +6.2% | -56.6% | +62.8% | +6.3% |
| YTD | +10.1% | -43.3% | +53.4% | +10.1% |
| 1Y | +13.0% | -51.5% | +64.5% | +13.0% |
| 3Y | +61.9% | +411.4% | -349.5% | +61.4% |
| 5Y | +57.1% | +74.4% | -17.3% | +56.7% |
| 10Y | +240.9% | -99.6% | +340.5% | +239.9% |
| All | +823.8% | -100.0% | +923.8% | +859.5% |
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