+5,189.6%
DE vs RCAT
-100.0%
+5,289.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +10.0% | -1.4% | +11.4% | +10.0% |
| 30D | +13.3% | -3.3% | +16.7% | +13.3% |
| 3M | +17.5% | -43.2% | +60.7% | +17.6% |
| 6M | +13.6% | -43.2% | +56.7% | +13.6% |
| YTD | +49.8% | +5.5% | +44.2% | +49.7% |
| 1Y | +47.9% | -1.6% | +49.5% | +47.8% |
| 3Y | +72.5% | +773.7% | -701.2% | +71.9% |
| 5Y | +90.2% | +187.6% | -97.4% | +89.6% |
| 10Y | +865.4% | -98.5% | +963.8% | +859.2% |
| All | +5,189.6% | -100.0% | +5,289.6% | +4,803.9% |
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