+57.3%
DVN vs RCAT
-99.8%
+157.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +10.4% | -5.9% | +16.3% | +10.4% |
| 30D | -6.7% | -19.7% | +13.0% | -6.6% |
| 3M | +5.6% | -62.9% | +68.5% | +6.3% |
| 6M | +0.7% | -59.6% | +60.2% | +1.2% |
| YTD | +29.6% | -52.1% | +81.7% | +29.8% |
| 1Y | +36.3% | -50.9% | +87.2% | +36.5% |
| 3Y | +13.2% | +333.8% | -320.6% | +10.8% |
| 5Y | +38.6% | +40.7% | -2.1% | +36.1% |
| All | +57.3% | -99.8% | +157.1% | +48.5% |
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