-57.8%
RCAT vs DAR
+63.3%
-121.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.5% | -7.9% | -8.4% |
| 7D | -18.5% | -5.7% | -12.8% | -14.7% |
| 30D | -37.0% | -16.6% | -20.4% | -27.8% |
| 3M | -54.9% | -13.1% | -41.8% | -51.3% |
| 6M | -63.6% | -18.8% | -44.9% | -57.5% |
| YTD | -49.6% | +45.3% | -94.8% | -69.4% |
| 1Y | -57.8% | +60.6% | -118.4% | -76.5% |
| All | -57.8% | +63.3% | -121.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling