+180.9%
RCAT vs DAR
-11.0%
+191.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -3.3% | +12.8% | -16.1% | -7.4% |
| 3M | -43.2% | +7.4% | -50.6% | -44.9% |
| 6M | -43.2% | +22.3% | -65.4% | -46.7% |
| YTD | +5.5% | +81.1% | -75.5% | -11.4% |
| 1Y | -1.6% | +106.5% | -108.1% | -20.4% |
| 3Y | +773.7% | +5.3% | +768.4% | +708.3% |
| All | +180.9% | -11.0% | +191.8% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling