+5,049.4%
DE vs RCAT
-100.0%
+5,149.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.8% |
| 7D | +0.3% | -5.9% | +6.2% | +0.3% |
| 30D | +3.6% | -19.7% | +23.2% | +3.6% |
| 3M | +10.2% | -62.9% | +73.1% | +10.4% |
| 6M | +16.6% | -59.6% | +76.2% | +16.7% |
| YTD | +45.8% | -52.1% | +97.9% | +45.9% |
| 1Y | +43.9% | -50.9% | +94.8% | +43.9% |
| 3Y | +89.6% | +333.8% | -244.2% | +89.1% |
| 5Y | +100.3% | +40.7% | +59.6% | +99.9% |
| 10Y | +760.8% | -99.8% | +860.5% | +756.1% |
| All | +5,049.4% | -100.0% | +5,149.4% | +4,677.8% |
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