+43.9%
DIS vs RCAT
+270.1%
-226.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.4% | -1.0% |
| 7D | +5.7% | -32.6% | +38.3% | +6.9% |
| 30D | +12.7% | -46.3% | +59.0% | +14.7% |
| 3M | +15.2% | -60.7% | +75.9% | +18.3% |
| 6M | +17.6% | -67.4% | +84.9% | +20.9% |
| YTD | +3.8% | -57.1% | +60.9% | +4.8% |
| 1Y | +6.8% | -63.8% | +70.6% | +8.2% |
| All | +43.9% | +270.1% | -226.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling