+23.2%
DBX vs RCAT
+46.9%
-23.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +18.6% | -21.7% | -3.8% |
| 7D | -4.4% | -12.7% | +8.4% | -4.0% |
| 30D | +4.8% | -34.3% | +39.1% | +6.3% |
| 3M | +0.3% | -53.4% | +53.7% | +3.1% |
| 6M | +40.4% | -62.0% | +102.3% | +44.3% |
| YTD | +24.7% | -49.1% | +73.7% | +24.5% |
| 1Y | +20.9% | -53.1% | +74.0% | +20.8% |
| 3Y | +34.5% | +318.7% | -284.2% | +8.3% |
| All | +23.2% | +46.9% | -23.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling