-99.6%
DFNS vs RCAT
-59.1%
-40.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -10.3% | -8.0% | -13.0% |
| 7D | -27.7% | -18.5% | -9.1% | -19.3% |
| 30D | -58.0% | -37.0% | -21.0% | -47.0% |
| 3M | -94.0% | -54.9% | -39.1% | -90.7% |
| 6M | -94.6% | -63.6% | -30.9% | -91.4% |
| YTD | -99.4% | -49.6% | -49.9% | -99.3% |
| 1Y | -99.6% | -57.8% | -41.8% | -99.5% |
| All | -99.6% | -59.1% | -40.5% | -99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling