-43.0%
DT vs RCAT
+46.9%
-89.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.6% | -19.2% | -1.7% |
| 7D | -24.7% | -12.7% | -12.0% | -24.2% |
| 30D | -27.4% | -34.3% | +6.9% | -25.7% |
| 3M | -11.1% | -53.4% | +42.3% | -7.4% |
| 6M | +13.7% | -62.0% | +75.6% | +19.0% |
| YTD | +0.2% | -49.1% | +49.3% | +2.0% |
| 1Y | -5.7% | -53.1% | +47.4% | -3.9% |
| 3Y | -8.1% | +318.7% | -326.8% | -24.5% |
| All | -43.0% | +46.9% | -89.9% | -47.0% |
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 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