+46.9%
DUK vs RCAT
+738.1%
-691.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | -0.1% | -2.3% | +2.2% | -0.1% |
| 30D | +0.2% | -18.7% | +18.9% | 0.0% |
| 3M | -1.9% | -29.3% | +27.4% | -2.1% |
| 6M | -6.5% | -42.3% | +35.8% | -6.7% |
| YTD | +5.4% | +2.5% | +2.9% | +5.7% |
| 1Y | +3.6% | -5.7% | +9.2% | +4.0% |
| All | +46.9% | +738.1% | -691.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling