+3,340.7%
DLR vs RCAT
-100.0%
+3,440.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.6% | -18.9% | -0.3% |
| 7D | -3.6% | -12.7% | +9.1% | -3.6% |
| 30D | -3.5% | -34.3% | +30.8% | -3.5% |
| 3M | -8.9% | -53.4% | +44.5% | -8.9% |
| 6M | -11.6% | -62.0% | +50.4% | -11.6% |
| YTD | +14.9% | -49.1% | +64.0% | +14.9% |
| 1Y | +6.4% | -53.1% | +59.6% | +6.4% |
| 3Y | +47.3% | +318.7% | -271.4% | +47.8% |
| 5Y | +32.8% | +48.5% | -15.7% | +33.2% |
| 10Y | +169.6% | -99.6% | +269.2% | +182.8% |
| All | +3,340.7% | -100.0% | +3,440.7% | +4,530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling