-23.6%
DOC vs RCAT
+183.7%
-207.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -4.8% | -3.3% | -1.4% | -4.8% |
| 3M | +6.9% | -43.2% | +50.1% | +7.6% |
| 6M | +20.7% | -43.2% | +63.9% | +21.2% |
| YTD | +34.1% | +5.5% | +28.6% | +32.8% |
| 1Y | +22.6% | -1.6% | +24.3% | +21.2% |
| 3Y | +20.8% | +773.7% | -752.9% | +12.2% |
| All | -23.6% | +183.7% | -207.4% | -28.9% |
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 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