+36.6%
DIS vs RCAT
-99.6%
+136.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.4% | +2.0% |
| 7D | +5.3% | +1.1% | +4.2% | +5.3% |
| 30D | +10.2% | -22.0% | +32.3% | +10.4% |
| 3M | +13.5% | -51.1% | +64.7% | +14.0% |
| 6M | +11.1% | -56.6% | +67.7% | +11.5% |
| YTD | +5.5% | -43.3% | +48.8% | +5.6% |
| 1Y | +9.1% | -51.5% | +60.6% | +9.2% |
| 3Y | +36.0% | +411.4% | -375.4% | +33.9% |
| 5Y | -29.8% | +74.4% | -104.3% | -30.8% |
| 10Y | +36.6% | -99.6% | +136.2% | +31.1% |
| All | +36.6% | -99.6% | +136.2% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling