+1,355.1%
DOV vs RCAT
-100.0%
+1,455.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -0.1% | +7.2% | -7.4% | -0.1% |
| 30D | +11.3% | -20.4% | +31.7% | +11.3% |
| 3M | +2.2% | -59.8% | +61.9% | +2.3% |
| 6M | -2.9% | -61.9% | +58.9% | -2.8% |
| YTD | +9.6% | -45.9% | +55.5% | +9.6% |
| 1Y | +16.7% | -50.5% | +67.2% | +16.7% |
| 3Y | +66.9% | +387.5% | -320.6% | +66.4% |
| 5Y | +32.0% | +70.9% | -38.9% | +31.7% |
| 10Y | +334.8% | -99.7% | +434.5% | +332.6% |
| All | +1,355.1% | -100.0% | +1,455.1% | +1,394.2% |
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 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