+95.6%
DG vs RCAT
-98.5%
+194.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -6.3% | -5.4% | -0.9% | -6.3% |
| 30D | +2.4% | -24.2% | +26.6% | +2.5% |
| 3M | +12.4% | -25.8% | +38.3% | +12.4% |
| 6M | -14.9% | -44.9% | +30.0% | -14.9% |
| YTD | -6.1% | +1.9% | -7.9% | -6.1% |
| 1Y | +17.9% | -5.2% | +23.0% | +17.8% |
| 3Y | +3.1% | +759.6% | -756.4% | +2.7% |
| 5Y | -38.7% | +187.5% | -226.2% | -38.9% |
| All | +95.6% | -98.5% | +194.1% | +89.4% |
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