+1,779.3%
DHI vs RCAT
-100.0%
+1,879.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.3% |
| 7D | -2.3% | -2.3% | -0.1% | -2.3% |
| 30D | -5.3% | -18.7% | +13.4% | -5.2% |
| 3M | -7.8% | -29.3% | +21.5% | -7.7% |
| 6M | -5.4% | -42.3% | +37.0% | -5.3% |
| YTD | -2.7% | +2.5% | -5.2% | -2.8% |
| 1Y | -21.0% | -5.7% | -15.3% | -21.1% |
| 3Y | +22.2% | +764.9% | -742.7% | +20.8% |
| 5Y | +62.2% | +182.3% | -120.1% | +60.5% |
| 10Y | +414.3% | -98.5% | +512.8% | +388.9% |
| All | +1,779.3% | -100.0% | +1,879.3% | +1,280.9% |
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