+204.4%
DHR vs RCAT
-98.5%
+302.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -5.0% | -5.4% | +0.4% | -4.9% |
| 30D | -3.3% | -24.2% | +20.9% | -3.2% |
| 3M | +9.4% | -25.8% | +35.3% | +9.5% |
| 6M | +3.2% | -44.9% | +48.1% | +3.3% |
| YTD | -12.0% | +1.9% | -13.9% | -12.2% |
| 1Y | +4.9% | -5.2% | +10.1% | +4.6% |
| 3Y | -7.4% | +759.6% | -766.9% | -9.0% |
| 5Y | -29.8% | +187.5% | -217.3% | -30.9% |
| All | +204.4% | -98.5% | +302.9% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling