+66.6%
DVN vs RCAT
-98.5%
+165.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +2.5% | -5.4% | +7.9% | +2.6% |
| 30D | +10.2% | -24.2% | +34.4% | +10.4% |
| 3M | +8.1% | -25.8% | +33.9% | +8.3% |
| 6M | +15.9% | -44.9% | +60.8% | +16.1% |
| YTD | +38.2% | +1.9% | +36.4% | +37.8% |
| 1Y | +44.5% | -5.2% | +49.6% | +43.9% |
| 3Y | +5.1% | +759.6% | -754.4% | +2.4% |
| 5Y | +124.3% | +187.5% | -63.2% | +119.0% |
| All | +66.6% | -98.5% | +165.1% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling