+55.5%
DUK vs RCAT
+41.8%
+13.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +1.9% | -5.9% | +7.9% | +1.9% |
| 30D | +8.9% | -19.7% | +28.5% | +8.8% |
| 3M | +5.6% | -62.9% | +68.4% | +5.2% |
| 6M | +7.0% | -59.6% | +66.5% | +6.6% |
| YTD | +14.0% | -52.1% | +66.1% | +13.6% |
| 1Y | +9.1% | -50.9% | +60.0% | +8.7% |
| 3Y | +67.6% | +333.8% | -266.2% | +61.7% |
| All | +55.5% | +41.8% | +13.7% | +53.1% |
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