+82.8%
DRI vs RCAT
+41.8%
+41.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | +1.1% | -5.9% | +7.0% | +1.2% |
| 30D | +9.7% | -19.7% | +29.4% | +10.2% |
| 3M | +3.2% | -62.9% | +66.0% | +6.0% |
| 6M | +20.6% | -59.6% | +80.1% | +22.7% |
| YTD | +28.3% | -52.1% | +80.3% | +28.5% |
| 1Y | +34.5% | -50.9% | +85.4% | +34.3% |
| 3Y | +66.5% | +333.8% | -267.3% | +48.9% |
| All | +82.8% | +41.8% | +41.0% | +68.5% |
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