-31.9%
DIS vs RCAT
+46.9%
-78.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -1.1% |
| 7D | +5.2% | -12.7% | +18.0% | +5.6% |
| 30D | +11.5% | -34.3% | +45.8% | +13.0% |
| 3M | +11.5% | -53.4% | +64.9% | +14.4% |
| 6M | +8.9% | -62.0% | +70.8% | +11.8% |
| YTD | +3.4% | -49.1% | +52.5% | +3.8% |
| 1Y | +7.2% | -53.1% | +60.3% | +7.7% |
| 3Y | +43.3% | +318.7% | -275.3% | +26.4% |
| All | -31.9% | +46.9% | -78.8% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling