+91.4%
DE vs RCAT
+373.0%
-281.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.3% |
| 7D | +3.3% | -5.6% | +8.9% | +3.3% |
| 30D | +10.7% | -27.0% | +37.8% | +11.6% |
| 3M | +13.1% | -57.9% | +71.0% | +15.7% |
| 6M | +20.2% | -59.4% | +79.6% | +22.5% |
| YTD | +48.9% | -46.9% | +95.8% | +49.9% |
| 1Y | +46.6% | -54.0% | +100.6% | +47.9% |
| 3Y | +91.4% | +378.4% | -287.0% | +78.0% |
| All | +91.4% | +373.0% | -281.6% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling