+854.6%
DE vs RCAT
-98.5%
+953.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -2.4% | -5.4% | +3.0% | -2.3% |
| 30D | +9.7% | -24.2% | +33.9% | +9.8% |
| 3M | +21.4% | -25.8% | +47.2% | +21.5% |
| 6M | +15.0% | -44.9% | +59.9% | +15.2% |
| YTD | +46.4% | +1.9% | +44.5% | +46.2% |
| 1Y | +45.6% | -5.2% | +50.8% | +45.3% |
| 3Y | +76.8% | +759.6% | -682.8% | +74.3% |
| 5Y | +99.4% | +187.5% | -88.1% | +96.8% |
| All | +854.6% | -98.5% | +953.1% | +851.4% |
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