-51.1%
DOCS vs RCAT
+25.6%
-76.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.9% | +10.6% | -3.1% |
| 7D | -1.3% | -32.6% | +31.2% | +1.6% |
| 30D | +19.4% | -46.3% | +65.7% | +25.0% |
| 3M | +53.4% | -60.7% | +114.1% | +64.1% |
| 6M | +28.8% | -67.4% | +96.1% | +38.2% |
| YTD | -25.1% | -57.1% | +32.0% | -23.2% |
| 1Y | -48.1% | -63.8% | +15.6% | -46.4% |
| 3Y | +51.4% | +268.1% | -216.7% | +13.1% |
| 5Y | -51.1% | +25.2% | -76.3% | -59.0% |
| All | -51.1% | +25.6% | -76.7% | -59.0% |
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