+345.5%
DRI vs RCAT
-99.6%
+445.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.4% | -9.9% | +1.5% |
| 7D | +3.1% | +1.1% | +2.0% | +3.1% |
| 30D | +16.2% | -22.0% | +38.3% | +16.3% |
| 3M | +8.4% | -51.1% | +59.5% | +8.6% |
| 6M | +19.0% | -56.6% | +75.6% | +19.2% |
| YTD | +28.8% | -43.3% | +72.1% | +28.8% |
| 1Y | +33.1% | -51.5% | +84.6% | +33.2% |
| 3Y | +70.8% | +411.4% | -340.6% | +69.2% |
| 5Y | +74.2% | +74.4% | -0.2% | +72.8% |
| 10Y | +345.5% | -99.6% | +445.1% | +354.2% |
| All | +345.5% | -99.6% | +445.1% | +354.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling