-100.0%
DFNS vs RCAT
+400.0%
-500.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.4% | -14.4% | -2.5% |
| 7D | -42.8% | +1.1% | -43.9% | -42.8% |
| 30D | -67.6% | -22.0% | -45.5% | -67.8% |
| 3M | -94.9% | -51.1% | -43.7% | -95.0% |
| 6M | -96.7% | -56.6% | -40.1% | -96.9% |
| YTD | -99.6% | -43.3% | -56.4% | -99.6% |
| 1Y | -99.7% | -51.5% | -48.2% | -99.7% |
| 3Y | -100.0% | +411.4% | -511.3% | -100.0% |
| 5Y | -100.0% | +74.4% | -174.4% | -100.0% |
| All | -100.0% | +400.0% | -500.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling