-34.0%
DG vs RCAT
+46.9%
-80.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +18.6% | -21.7% | -3.1% |
| 7D | +1.1% | -12.7% | +13.8% | +1.1% |
| 30D | +9.5% | -34.3% | +43.8% | +9.6% |
| 3M | +5.5% | -53.4% | +58.9% | +5.7% |
| 6M | +16.1% | -62.0% | +78.1% | +16.5% |
| YTD | +2.7% | -49.1% | +51.7% | +2.8% |
| 1Y | +42.1% | -53.1% | +95.2% | +42.2% |
| 3Y | +19.3% | +318.7% | -299.4% | +15.2% |
| All | -34.0% | +46.9% | -80.9% | -37.6% |
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