-5.4%
DHI vs RCAT
-49.8%
+44.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.6% |
| 7D | -2.3% | -2.3% | -0.1% | -2.3% |
| 30D | -5.3% | -18.7% | +13.4% | -4.4% |
| 3M | -7.8% | -29.3% | +21.5% | -6.3% |
| 6M | -5.4% | -42.3% | +37.0% | -3.7% |
| All | -5.4% | -49.8% | +44.4% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling