+31.9%
DIS vs RCAT
-99.8%
+131.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +0.6% |
| 7D | +1.9% | -5.9% | +7.8% | +1.9% |
| 30D | +9.2% | -19.7% | +28.8% | +9.3% |
| 3M | +13.5% | -62.9% | +76.4% | +14.1% |
| 6M | +14.3% | -59.6% | +73.9% | +14.7% |
| YTD | +5.4% | -52.1% | +57.5% | +5.5% |
| 1Y | +12.2% | -50.9% | +63.1% | +12.3% |
| 3Y | +37.2% | +333.8% | -296.6% | +35.3% |
| 5Y | -23.1% | +40.7% | -63.9% | -24.1% |
| All | +31.9% | -99.8% | +131.7% | +28.4% |
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