+19.0%
DLR vs RCAT
-2.3%
+21.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -3.4% | -3.3% | 0.0% | -3.3% |
| 3M | +0.5% | -43.2% | +43.7% | +2.3% |
| 6M | +4.6% | -43.2% | +47.7% | +5.6% |
| YTD | +23.4% | +5.5% | +17.9% | +18.7% |
| 1Y | +19.0% | -1.6% | +20.7% | +16.2% |
| All | +19.0% | -2.3% | +21.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling