-100.0%
DFNS vs RCAT
+367.8%
-467.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -6.4% | +19.3% | +12.6% |
| 7D | -37.0% | -5.6% | -31.4% | -37.1% |
| 30D | -63.4% | -27.0% | -36.4% | -63.8% |
| 3M | -94.1% | -57.9% | -36.2% | -94.3% |
| 6M | -96.3% | -59.4% | -36.9% | -96.5% |
| YTD | -99.6% | -46.9% | -52.7% | -99.6% |
| 1Y | -99.7% | -54.0% | -45.7% | -99.7% |
| 3Y | -100.0% | +378.4% | -478.4% | -100.0% |
| 5Y | -100.0% | +61.9% | -161.9% | -100.0% |
| All | -100.0% | +367.8% | -467.7% | -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