+464.4%
DUK vs RCAT
-100.0%
+564.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -1.7% | -3.3% | +1.7% | -1.7% |
| 3M | -0.4% | -43.2% | +42.8% | -0.4% |
| 6M | -7.2% | -43.2% | +35.9% | -7.2% |
| YTD | +5.3% | +5.5% | -0.3% | +5.2% |
| 1Y | +3.0% | -1.6% | +4.6% | +2.9% |
| 3Y | +53.1% | +773.7% | -720.6% | +52.2% |
| 5Y | +37.9% | +187.6% | -149.7% | +37.2% |
| 10Y | +124.8% | -98.5% | +223.3% | +120.4% |
| All | +464.4% | -100.0% | +564.4% | +404.0% |
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 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