+649.1%
DIS vs RCAT
-100.0%
+749.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.4% | -1.4% |
| 7D | +5.7% | -32.6% | +38.3% | +5.7% |
| 30D | +12.7% | -46.3% | +59.0% | +12.7% |
| 3M | +15.2% | -60.7% | +75.9% | +15.3% |
| 6M | +17.6% | -67.4% | +84.9% | +17.6% |
| YTD | +3.8% | -57.1% | +60.9% | +3.9% |
| 1Y | +6.8% | -63.8% | +70.6% | +6.8% |
| 3Y | +42.1% | +268.1% | -226.0% | +42.0% |
| 5Y | -31.2% | +25.2% | -56.3% | -31.2% |
| 10Y | +37.6% | -99.7% | +137.3% | +38.9% |
| All | +649.1% | -100.0% | +749.1% | +828.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling