-10.1%
DIS vs RCAT
-2.3%
-7.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -2.6% | -1.4% | -1.2% | -2.5% |
| 30D | +3.5% | -3.3% | +6.8% | +3.5% |
| 3M | +6.8% | -43.2% | +50.0% | +8.3% |
| 6M | +3.0% | -43.2% | +46.2% | +3.9% |
| YTD | -6.7% | +5.5% | -12.3% | -8.5% |
| 1Y | -10.1% | -1.6% | -8.4% | -11.8% |
| All | -10.1% | -2.3% | -7.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling