-100.0%
RCAT vs DAR
+10,011.8%
-10,111.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -6.4% |
| 7D | -5.6% | -3.8% | -1.8% | -5.5% |
| 30D | -27.0% | -14.4% | -12.6% | -26.7% |
| 3M | -57.9% | -17.9% | -40.0% | -57.6% |
| 6M | -59.4% | -18.3% | -41.1% | -59.1% |
| YTD | -46.9% | +43.2% | -90.2% | -47.3% |
| 1Y | -54.0% | +57.7% | -111.7% | -54.4% |
| 3Y | +378.4% | +22.7% | +355.7% | +374.8% |
| 5Y | +61.9% | -34.0% | +96.0% | +60.6% |
| 10Y | -99.6% | +279.5% | -379.1% | -99.6% |
| All | -100.0% | +10,011.8% | -10,111.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling