+3,595.7%
DLR vs RCAT
-99.9%
+3,695.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -3.4% | -3.3% | 0.0% | -3.4% |
| 3M | +0.5% | -43.2% | +43.7% | +0.5% |
| 6M | +4.6% | -43.2% | +47.7% | +4.5% |
| YTD | +23.4% | +5.5% | +17.9% | +23.4% |
| 1Y | +19.0% | -1.6% | +20.7% | +19.1% |
| 3Y | +56.5% | +773.7% | -717.2% | +57.1% |
| 5Y | +33.3% | +187.6% | -154.3% | +33.7% |
| 10Y | +165.1% | -98.5% | +263.6% | +178.9% |
| All | +3,595.7% | -99.9% | +3,695.6% | +4,875.1% |
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