-25.8%
DPZ vs RCAT
+25.6%
-51.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.9% | +15.2% | +0.6% |
| 7D | +9.5% | -32.6% | +42.1% | +10.3% |
| 30D | +12.8% | -46.3% | +59.1% | +14.1% |
| 3M | -6.2% | -60.7% | +54.4% | -4.6% |
| 6M | +4.3% | -67.4% | +71.6% | +6.0% |
| YTD | -16.6% | -57.1% | +40.5% | -16.4% |
| 1Y | -12.8% | -63.8% | +50.9% | -12.3% |
| 3Y | -0.8% | +268.1% | -268.9% | -12.2% |
| 5Y | -25.8% | +25.2% | -51.0% | -31.2% |
| All | -25.8% | +25.6% | -51.4% | -31.2% |
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 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