-100.0%
RCAT vs DAR
+12,682.4%
-12,782.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -3.3% | +12.8% | -16.1% | -3.7% |
| 3M | -43.2% | +7.4% | -50.6% | -43.4% |
| 6M | -43.2% | +22.3% | -65.4% | -43.5% |
| YTD | +5.5% | +81.1% | -75.5% | +4.0% |
| 1Y | -1.6% | +106.5% | -108.1% | -3.3% |
| 3Y | +773.7% | +5.3% | +768.4% | +761.6% |
| 5Y | +187.6% | -11.5% | +199.2% | +183.5% |
| 10Y | -98.5% | +353.3% | -451.8% | -98.4% |
| All | -100.0% | +12,682.4% | -12,782.4% | -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