-100.0%
DFNS vs RCAT
+376.7%
-476.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.8% | +12.8% |
| 7D | -13.0% | +7.2% | -20.2% | -12.6% |
| 30D | -56.9% | -20.4% | -36.5% | -57.2% |
| 3M | -93.2% | -59.8% | -33.5% | -93.5% |
| 6M | -95.4% | -61.9% | -33.6% | -95.6% |
| YTD | -99.5% | -45.9% | -53.6% | -99.5% |
| 1Y | -99.6% | -50.5% | -49.1% | -99.6% |
| 3Y | -100.0% | +387.5% | -487.5% | -100.0% |
| 5Y | -100.0% | +70.9% | -170.9% | -100.0% |
| All | -100.0% | +376.7% | -476.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling