+589.6%
DG vs RCAT
-99.8%
+689.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +5.5% | -53.4% | +58.9% | +5.4% |
| 6M | +16.1% | -62.0% | +78.1% | +16.1% |
| YTD | +2.7% | -49.1% | +51.7% | +2.7% |
| 1Y | +42.1% | -53.1% | +95.2% | +42.1% |
| 3Y | +19.3% | +318.7% | -299.4% | +19.5% |
| 5Y | -35.3% | +48.5% | -83.9% | -35.3% |
| 10Y | +123.9% | -99.6% | +223.5% | +128.5% |
| All | +589.6% | -99.8% | +689.4% | +629.2% |
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