+843.0%
DGX vs RCAT
-100.0%
+943.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.9% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | +21.4% | -43.2% | +64.6% | +21.4% |
| 6M | +14.7% | -43.2% | +57.9% | +14.7% |
| YTD | +38.4% | +5.5% | +32.9% | +38.4% |
| 1Y | +34.0% | -1.6% | +35.6% | +33.9% |
| 3Y | +92.7% | +773.7% | -681.0% | +92.5% |
| 5Y | +67.7% | +187.6% | -119.9% | +67.5% |
| 10Y | +248.0% | -98.5% | +346.5% | +250.4% |
| All | +843.0% | -100.0% | +943.0% | +877.2% |
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