+583.4%
DG vs RCAT
-99.5%
+682.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | +8.4% | -1.4% | +9.8% | +8.4% |
| 30D | +4.9% | -3.3% | +8.3% | +4.9% |
| 3M | +29.3% | -43.2% | +72.6% | +29.3% |
| 6M | -11.3% | -43.2% | +31.9% | -11.3% |
| YTD | +1.8% | +5.5% | -3.8% | +1.8% |
| 1Y | +25.3% | -1.6% | +27.0% | +25.4% |
| 3Y | +9.1% | +773.7% | -764.6% | +9.3% |
| 5Y | -34.9% | +187.6% | -222.5% | -34.8% |
| 10Y | +108.2% | -98.5% | +206.6% | +112.7% |
| All | +583.4% | -99.5% | +682.9% | +622.9% |
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