+117.6%
DT vs RCAT
-31.4%
+149.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | +2.0% | -3.3% | +5.4% | +2.1% |
| 3M | +20.0% | -43.2% | +63.2% | +21.7% |
| 6M | +39.3% | -43.2% | +82.5% | +40.7% |
| YTD | +19.8% | +5.5% | +14.2% | +18.4% |
| 1Y | +4.3% | -1.6% | +5.9% | +2.8% |
| 3Y | +7.7% | +773.7% | -766.0% | -2.8% |
| 5Y | -26.8% | +187.6% | -214.5% | -33.2% |
| All | +117.6% | -31.4% | +149.0% | +61.7% |
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