-10.0%
DHR vs RCAT
+41.8%
-51.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | +1.2% | -5.9% | +7.1% | +1.4% |
| 30D | +3.7% | -19.7% | +23.4% | +4.3% |
| 3M | +14.5% | -62.9% | +77.3% | +18.1% |
| 6M | +40.9% | -59.6% | +100.5% | +44.2% |
| YTD | +2.4% | -52.1% | +54.5% | +3.0% |
| 1Y | +6.1% | -50.9% | +57.0% | +6.3% |
| 3Y | +21.0% | +333.8% | -312.8% | +5.0% |
| All | -10.0% | +41.8% | -51.8% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling