-98.3%
DFNS vs RCAT
-2.3%
-95.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.6% |
| 7D | -16.0% | -1.4% | -14.6% | -15.2% |
| 30D | -77.7% | -3.3% | -74.3% | -76.8% |
| 3M | -77.2% | -43.2% | -34.0% | -71.1% |
| 6M | -95.2% | -43.2% | -52.0% | -94.2% |
| YTD | -98.0% | +5.5% | -103.5% | -98.2% |
| 1Y | -98.3% | -1.6% | -96.6% | -98.1% |
| All | -98.3% | -2.3% | -95.9% | -98.1% |
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