+64.9%
DGX vs RCAT
+184.3%
-119.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -2.2% | -2.3% | +0.1% | -2.2% |
| 30D | -0.9% | -18.7% | +17.8% | -0.9% |
| 3M | +15.6% | -29.3% | +44.9% | +15.6% |
| 6M | +17.8% | -42.3% | +60.1% | +17.8% |
| YTD | +37.5% | +2.5% | +34.9% | +37.1% |
| 1Y | +31.2% | -5.7% | +36.8% | +30.7% |
| 3Y | +96.6% | +764.9% | -668.3% | +92.7% |
| 5Y | +64.9% | +182.3% | -117.4% | +61.0% |
| All | +64.9% | +184.3% | -119.3% | +61.0% |
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