-5.7%
DT vs RCAT
-59.1%
+53.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.3% | +9.8% | +0.3% |
| 7D | -25.5% | -18.5% | -7.0% | -24.4% |
| 30D | -22.3% | -37.0% | +14.7% | -19.7% |
| 3M | +2.3% | -54.9% | +57.2% | +8.1% |
| 6M | +20.7% | -63.6% | +84.4% | +28.9% |
| YTD | +7.9% | -49.6% | +57.5% | +13.0% |
| 1Y | -5.7% | -57.8% | +52.1% | 0.0% |
| All | -5.7% | -59.1% | +53.4% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling