-27.5%
DPZ vs RCAT
+46.9%
-74.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.8% | -2.5% |
| 7D | +6.6% | -12.7% | +19.3% | +6.8% |
| 30D | +10.3% | -34.3% | +44.6% | +11.1% |
| 3M | -6.2% | -53.4% | +47.2% | -4.9% |
| 6M | +4.2% | -62.0% | +66.2% | +5.7% |
| YTD | -18.4% | -49.1% | +30.7% | -18.4% |
| 1Y | -14.9% | -53.1% | +38.2% | -14.9% |
| 3Y | -4.6% | +318.7% | -323.3% | -15.7% |
| All | -27.5% | +46.9% | -74.4% | -32.9% |
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