+334.2%
DRI vs RCAT
-99.7%
+433.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -0.7% | +7.2% | -8.0% | -0.8% |
| 30D | +14.7% | -20.4% | +35.1% | +14.8% |
| 3M | +5.4% | -59.8% | +65.2% | +5.7% |
| 6M | +18.8% | -61.9% | +80.7% | +19.1% |
| YTD | +28.4% | -45.9% | +74.3% | +28.4% |
| 1Y | +37.7% | -50.5% | +88.2% | +37.7% |
| 3Y | +68.0% | +387.5% | -319.5% | +66.5% |
| 5Y | +78.8% | +70.9% | +7.9% | +77.4% |
| 10Y | +334.2% | -99.7% | +433.9% | +350.4% |
| All | +334.2% | -99.7% | +433.9% | +350.4% |
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