+3,947.3%
DHR vs RCAT
-100.0%
+4,047.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | +0.2% | +7.2% | -7.1% | +0.2% |
| 30D | +6.4% | -20.4% | +26.8% | +6.4% |
| 3M | +13.6% | -59.8% | +73.4% | +13.7% |
| 6M | +41.9% | -61.9% | +103.7% | +41.9% |
| YTD | +3.4% | -45.9% | +49.3% | +3.4% |
| 1Y | +9.9% | -50.5% | +60.4% | +9.9% |
| 3Y | +21.6% | +387.5% | -365.9% | +21.4% |
| 5Y | -10.6% | +70.9% | -81.5% | -10.7% |
| 10Y | +245.2% | -99.7% | +344.9% | +249.4% |
| All | +3,947.3% | -100.0% | +4,047.3% | +4,051.6% |
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 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