+39.6%
DUK vs RCAT
+184.3%
-144.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -1.9% | -29.3% | +27.4% | -2.0% |
| 6M | -6.5% | -42.3% | +35.8% | -6.6% |
| YTD | +5.4% | +2.5% | +2.9% | +5.4% |
| 1Y | +3.6% | -5.7% | +9.2% | +3.5% |
| 3Y | +48.1% | +764.9% | -716.8% | +45.2% |
| 5Y | +39.6% | +182.3% | -142.7% | +36.8% |
| All | +39.6% | +184.3% | -144.7% | +36.8% |
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