+120.5%
DVN vs RCAT
+184.3%
-63.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.4% |
| 7D | -0.1% | -2.3% | +2.2% | 0.0% |
| 30D | +8.0% | -18.7% | +26.7% | +8.6% |
| 3M | +11.9% | -29.3% | +41.2% | +12.8% |
| 6M | +10.6% | -42.3% | +53.0% | +11.6% |
| YTD | +35.4% | +2.5% | +32.8% | +33.1% |
| 1Y | +46.5% | -5.7% | +52.1% | +43.5% |
| 3Y | +3.0% | +764.9% | -761.9% | -7.4% |
| 5Y | +120.5% | +182.3% | -61.8% | +104.2% |
| All | +120.5% | +184.3% | -63.7% | +104.2% |
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