+119.3%
DG vs RCAT
-99.6%
+218.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | +2.2% |
| 7D | +0.7% | +1.1% | -0.5% | +0.7% |
| 30D | +7.4% | -22.0% | +29.4% | +7.4% |
| 3M | +8.5% | -51.1% | +59.6% | +8.6% |
| 6M | +21.9% | -56.6% | +78.5% | +21.9% |
| YTD | +4.9% | -43.3% | +48.2% | +4.9% |
| 1Y | +40.4% | -51.5% | +91.9% | +40.4% |
| 3Y | +23.5% | +411.4% | -387.9% | +23.1% |
| 5Y | -32.3% | +74.4% | -106.7% | -32.5% |
| 10Y | +119.3% | -99.6% | +218.9% | +118.5% |
| All | +119.3% | -99.6% | +218.9% | +118.5% |
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