+1,221.2%
DOV vs RCAT
-100.0%
+1,321.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -2.7% | -1.4% | -1.2% | -2.7% |
| 30D | -8.1% | -3.3% | -4.7% | -8.1% |
| 3M | -9.4% | -43.2% | +33.8% | -9.4% |
| 6M | -12.6% | -43.2% | +30.6% | -12.6% |
| YTD | -0.5% | +5.5% | -6.0% | -0.5% |
| 1Y | +9.2% | -1.6% | +10.9% | +9.2% |
| 3Y | +34.1% | +773.7% | -739.6% | +33.6% |
| 5Y | +17.3% | +187.6% | -170.4% | +16.9% |
| 10Y | +284.9% | -98.5% | +383.4% | +282.6% |
| All | +1,221.2% | -100.0% | +1,321.2% | +1,255.6% |
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