-29.5%
DIS vs RCAT
+63.2%
-92.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | +4.4% | -5.6% | +10.0% | +4.5% |
| 30D | +10.3% | -27.0% | +37.4% | +11.4% |
| 3M | +15.5% | -57.9% | +73.4% | +19.0% |
| 6M | +11.2% | -59.4% | +70.6% | +13.9% |
| YTD | +5.6% | -46.9% | +52.5% | +5.8% |
| 1Y | +7.7% | -54.0% | +61.8% | +8.4% |
| 3Y | +39.3% | +378.4% | -339.1% | +22.1% |
| 5Y | -29.5% | +61.9% | -91.4% | -35.3% |
| All | -29.5% | +63.2% | -92.7% | -35.3% |
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