+165.8%
DLR vs RCAT
-98.4%
+264.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.6% |
| 7D | +3.4% | +5.4% | -2.0% | +3.4% |
| 30D | -2.2% | -5.6% | +3.4% | -2.2% |
| 3M | +4.7% | -30.2% | +34.9% | +4.9% |
| 6M | +9.0% | -43.4% | +52.4% | +9.2% |
| YTD | +24.1% | +9.6% | +14.5% | +23.8% |
| 1Y | +20.9% | -2.0% | +22.9% | +20.6% |
| 3Y | +60.0% | +825.0% | -765.0% | +57.7% |
| 5Y | +35.3% | +199.8% | -164.5% | +33.5% |
| 10Y | +165.8% | -98.4% | +264.1% | +179.4% |
| All | +165.8% | -98.4% | +264.1% | +179.4% |
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 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