+21.7%
DBX vs RCAT
-74.1%
+95.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +18.6% | -21.7% | -3.2% |
| 7D | -4.4% | -12.7% | +8.4% | -4.3% |
| 30D | +4.8% | -34.3% | +39.1% | +5.0% |
| 3M | +0.3% | -53.4% | +53.7% | +0.8% |
| 6M | +40.4% | -62.0% | +102.3% | +41.0% |
| YTD | +24.7% | -49.1% | +73.7% | +24.8% |
| 1Y | +20.9% | -53.1% | +74.0% | +21.0% |
| 3Y | +34.5% | +318.7% | -284.2% | +32.1% |
| 5Y | +24.6% | +48.5% | -23.9% | +22.6% |
| All | +21.7% | -74.1% | +95.8% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling