+35.3%
DLR vs RCAT
+192.8%
-157.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | +3.4% | +5.4% | -2.0% | +3.2% |
| 30D | -2.2% | -5.6% | +3.4% | -2.1% |
| 3M | +4.7% | -30.2% | +34.9% | +5.6% |
| 6M | +9.0% | -43.4% | +52.4% | +10.0% |
| YTD | +24.1% | +9.6% | +14.5% | +21.9% |
| 1Y | +20.9% | -2.0% | +22.9% | +18.6% |
| 3Y | +60.0% | +825.0% | -765.0% | +46.9% |
| 5Y | +35.3% | +199.8% | -164.5% | +23.3% |
| All | +35.3% | +192.8% | -157.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling