-27.9%
DHR vs RCAT
+184.3%
-212.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | 0.0% |
| 7D | -2.4% | -2.3% | -0.1% | -2.4% |
| 30D | -2.2% | -18.7% | +16.5% | -1.6% |
| 3M | +9.0% | -29.3% | +38.2% | +9.8% |
| 6M | +3.5% | -42.3% | +45.8% | +4.4% |
| YTD | -10.1% | +2.5% | -12.7% | -11.6% |
| 1Y | +6.2% | -5.7% | +11.9% | +3.9% |
| 3Y | -5.4% | +764.9% | -770.3% | -17.4% |
| 5Y | -27.9% | +182.3% | -210.2% | -37.1% |
| All | -27.9% | +184.3% | -212.2% | -37.1% |
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