+5,622.1%
DPZ vs RCAT
-100.0%
+5,722.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 6M | -15.2% | -43.2% | +28.0% | -15.1% |
| YTD | -17.2% | +5.5% | -22.8% | -17.3% |
| 1Y | -24.8% | -1.6% | -23.2% | -24.9% |
| 3Y | -8.7% | +773.7% | -782.4% | -9.0% |
| 5Y | -28.9% | +187.6% | -216.5% | -29.2% |
| 10Y | +153.6% | -98.5% | +252.1% | +150.2% |
| All | +5,622.1% | -100.0% | +5,722.1% | +5,895.6% |
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