+5,650.9%
DPZ vs RCAT
-100.0%
+5,750.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -10.3% | +15.8% | +5.5% |
| 7D | +10.1% | -18.5% | +28.6% | +10.1% |
| 30D | +14.6% | -37.0% | +51.6% | +14.7% |
| 3M | -6.8% | -54.9% | +48.1% | -6.7% |
| 6M | +4.4% | -63.6% | +68.0% | +4.5% |
| YTD | -16.8% | -49.6% | +32.7% | -16.8% |
| 1Y | -14.5% | -57.8% | +43.3% | -14.4% |
| 3Y | -1.1% | +332.4% | -333.5% | -1.4% |
| 5Y | -28.0% | +48.1% | -76.1% | -28.2% |
| 10Y | +130.2% | -99.6% | +229.9% | +127.4% |
| All | +5,650.9% | -100.0% | +5,750.9% | +5,930.2% |
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 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