-100.0%
DFNS vs RCAT
+41.8%
-141.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -5.8% |
| 7D | -6.0% | -5.9% | 0.0% | -6.5% |
| 30D | -71.2% | -19.7% | -51.5% | -71.7% |
| 3M | -94.5% | -62.9% | -31.7% | -95.1% |
| 6M | -96.5% | -59.6% | -37.0% | -96.9% |
| YTD | -99.6% | -52.1% | -47.5% | -99.6% |
| 1Y | -99.7% | -50.9% | -48.8% | -99.7% |
| 3Y | -100.0% | +333.8% | -433.8% | -100.0% |
| All | -100.0% | +41.8% | -141.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling