-21.4%
DOC vs RCAT
+43.4%
-64.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -10.3% | +13.4% | +3.3% |
| 7D | +8.7% | -18.5% | +27.3% | +9.0% |
| 30D | +7.6% | -37.0% | +44.6% | +8.3% |
| 3M | -5.3% | -54.9% | +49.6% | -4.3% |
| 6M | +27.6% | -63.6% | +91.2% | +29.0% |
| YTD | +32.4% | -49.6% | +82.0% | +32.2% |
| 1Y | +22.9% | -57.8% | +80.7% | +23.0% |
| 3Y | +43.1% | +332.4% | -289.3% | +31.2% |
| 5Y | -21.4% | +48.1% | -69.5% | -24.9% |
| All | -21.4% | +43.4% | -64.8% | -24.9% |
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