+22.3%
DBX vs RCAT
-46.3%
+68.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -0.5% | -3.3% | +2.9% | -0.5% |
| 3M | +28.1% | -43.2% | +71.3% | +28.5% |
| 6M | +33.1% | -43.2% | +76.3% | +33.3% |
| YTD | +25.3% | +5.5% | +19.7% | +24.8% |
| 1Y | +18.3% | -1.6% | +20.0% | +17.8% |
| 3Y | +25.0% | +773.7% | -748.7% | +22.2% |
| 5Y | +7.5% | +187.6% | -180.1% | +5.3% |
| All | +22.3% | -46.3% | +68.6% | +37.5% |
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