-28.8%
DPZ vs RCAT
+183.7%
-212.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | -7.0% | -3.3% | -3.6% | -7.0% |
| 3M | +11.6% | -43.2% | +54.8% | +12.6% |
| 6M | -15.2% | -43.2% | +28.0% | -14.7% |
| YTD | -17.2% | +5.5% | -22.8% | -18.3% |
| 1Y | -24.8% | -1.6% | -23.2% | -26.1% |
| 3Y | -8.7% | +773.7% | -782.4% | -18.6% |
| All | -28.8% | +183.7% | -212.6% | -36.4% |
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 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