+18.7%
DHI vs RCAT
+733.0%
-714.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -6.1% | -5.4% | -0.7% | -6.0% |
| 30D | -10.1% | -24.2% | +14.1% | -9.7% |
| 3M | -7.3% | -25.8% | +18.5% | -7.0% |
| 6M | -6.1% | -44.9% | +38.8% | -5.7% |
| YTD | -5.0% | +1.9% | -6.9% | -5.6% |
| 1Y | -22.1% | -5.2% | -16.9% | -22.7% |
| All | +18.7% | +733.0% | -714.3% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling