-52.3%
DOCS vs RCAT
+43.4%
-95.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -10.3% | +16.7% | +7.2% |
| 7D | +1.2% | -18.5% | +19.8% | +2.8% |
| 30D | +21.3% | -37.0% | +58.3% | +25.5% |
| 3M | +58.4% | -54.9% | +113.2% | +67.7% |
| 6M | +39.3% | -63.6% | +102.9% | +48.3% |
| YTD | -21.7% | -49.6% | +27.9% | -20.7% |
| 1Y | -47.3% | -57.8% | +10.5% | -46.2% |
| 3Y | +58.2% | +332.4% | -274.3% | +16.8% |
| 5Y | -52.3% | +48.1% | -100.4% | -61.2% |
| All | -52.3% | +43.4% | -95.7% | -61.2% |
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