+186.9%
DLR vs RCAT
-99.6%
+286.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +11.4% | -8.0% | +3.3% |
| 7D | +2.4% | +1.1% | +1.2% | +2.3% |
| 30D | +0.7% | -22.0% | +22.8% | +0.9% |
| 3M | -6.4% | -51.1% | +44.7% | -6.1% |
| 6M | -6.5% | -56.6% | +50.1% | -6.2% |
| YTD | +18.8% | -43.3% | +62.0% | +18.9% |
| 1Y | +9.0% | -51.5% | +60.6% | +9.2% |
| 3Y | +54.5% | +411.4% | -356.9% | +52.6% |
| 5Y | +35.8% | +74.4% | -38.6% | +34.4% |
| All | +186.9% | -99.6% | +286.5% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling