+5,666.8%
DPZ vs RCAT
-100.0%
+5,766.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.9% | +15.2% | +0.3% |
| 7D | +9.5% | -32.6% | +42.1% | +9.5% |
| 30D | +12.8% | -46.3% | +59.1% | +12.9% |
| 3M | -6.2% | -60.7% | +54.4% | -6.2% |
| 6M | +4.3% | -67.4% | +71.6% | +4.4% |
| YTD | -16.6% | -57.1% | +40.5% | -16.6% |
| 1Y | -12.8% | -63.8% | +50.9% | -12.8% |
| 3Y | -0.8% | +268.1% | -268.9% | -1.1% |
| 5Y | -25.8% | +25.2% | -51.0% | -26.0% |
| 10Y | +130.9% | -99.7% | +230.6% | +128.0% |
| All | +5,666.8% | -100.0% | +5,766.8% | +5,947.7% |
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