+1,723.9%
DRI vs RCAT
-100.0%
+1,823.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +3.8% | -3.3% | +7.2% | +3.8% |
| 3M | +13.0% | -43.2% | +56.2% | +13.0% |
| 6M | +8.3% | -43.2% | +51.5% | +8.3% |
| YTD | +20.6% | +5.5% | +15.1% | +20.6% |
| 1Y | +6.5% | -1.6% | +8.1% | +6.5% |
| 3Y | +53.7% | +773.7% | -720.0% | +53.9% |
| 5Y | +72.7% | +187.6% | -115.0% | +72.8% |
| 10Y | +363.2% | -98.5% | +461.6% | +374.6% |
| All | +1,723.9% | -100.0% | +1,823.9% | +2,094.9% |
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