+74.1%
DRI vs RCAT
+46.9%
+27.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.6% | -19.7% | -1.5% |
| 7D | +2.8% | -12.7% | +15.5% | +3.1% |
| 30D | +13.3% | -34.3% | +47.6% | +14.5% |
| 3M | +8.2% | -53.4% | +61.6% | +10.3% |
| 6M | +17.5% | -62.0% | +79.5% | +19.9% |
| YTD | +26.9% | -49.1% | +76.0% | +26.9% |
| 1Y | +31.6% | -53.1% | +84.7% | +31.6% |
| 3Y | +67.0% | +318.7% | -251.7% | +49.7% |
| All | +74.1% | +46.9% | +27.2% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling