+181.2%
DLR vs RCAT
-99.8%
+281.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.9% |
| 7D | +3.3% | -5.9% | +9.3% | +3.4% |
| 30D | +4.6% | -19.7% | +24.3% | +4.7% |
| 3M | -8.3% | -62.9% | +54.6% | -7.8% |
| 6M | -5.6% | -59.6% | +53.9% | -5.3% |
| YTD | +18.7% | -52.1% | +70.8% | +18.9% |
| 1Y | +17.1% | -50.9% | +68.0% | +17.2% |
| 3Y | +54.4% | +333.8% | -279.4% | +52.6% |
| 5Y | +36.5% | +40.7% | -4.3% | +35.2% |
| All | +181.2% | -99.8% | +281.0% | +184.0% |
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