+36.3%
DVN vs RCAT
-54.8%
+91.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.5% |
| 3M | +5.6% | -62.9% | +68.5% | +6.1% |
| 6M | +0.7% | -59.6% | +60.2% | +1.2% |
| YTD | +29.6% | -52.1% | +81.7% | +27.5% |
| 1Y | +36.3% | -50.9% | +87.2% | +34.9% |
| All | +36.3% | -54.8% | +91.1% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling