-14.5%
DPZ vs RCAT
-59.1%
+44.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -10.3% | +15.8% | +5.3% |
| 7D | +10.1% | -18.5% | +28.6% | +9.8% |
| 30D | +14.6% | -37.0% | +51.6% | +14.0% |
| 3M | -6.8% | -54.9% | +48.1% | -7.5% |
| 6M | +4.4% | -63.6% | +68.0% | +3.5% |
| YTD | -16.8% | -49.6% | +32.7% | -17.6% |
| 1Y | -14.5% | -57.8% | +43.3% | -14.4% |
| All | -14.5% | -59.1% | +44.7% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling