+13.8%
DBX vs RCAT
-73.0%
+86.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | -0.5% |
| 7D | -7.3% | -5.6% | -1.7% | -7.3% |
| 30D | -5.7% | -27.0% | +21.3% | -5.6% |
| 3M | -6.3% | -57.9% | +51.6% | -5.9% |
| 6M | +12.1% | -59.4% | +71.5% | +12.6% |
| YTD | +16.5% | -46.9% | +63.5% | +16.6% |
| 1Y | +6.1% | -54.0% | +60.1% | +6.1% |
| 3Y | +21.8% | +378.4% | -356.7% | +19.5% |
| 5Y | +19.1% | +61.9% | -42.8% | +17.1% |
| All | +13.8% | -73.0% | +86.8% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling