+32.9%
DIS vs RCAT
-99.7%
+132.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +0.6% | +7.2% | -6.7% | +0.5% |
| 30D | +10.3% | -20.4% | +30.7% | +10.4% |
| 3M | +15.6% | -59.8% | +75.3% | +16.1% |
| 6M | +15.1% | -61.9% | +77.0% | +15.6% |
| YTD | +6.0% | -45.9% | +51.9% | +6.1% |
| 1Y | +5.7% | -50.5% | +56.2% | +5.8% |
| 3Y | +39.8% | +387.5% | -347.7% | +37.7% |
| 5Y | -23.9% | +70.9% | -94.8% | -24.9% |
| 10Y | +32.9% | -99.7% | +132.7% | +29.2% |
| All | +32.9% | -99.7% | +132.7% | +29.2% |
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 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