+37.6%
DVN vs RCAT
+57.4%
-19.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.3% | +11.1% | +3.1% |
| 7D | +7.8% | +15.6% | -7.8% | +7.2% |
| 30D | -7.9% | -24.1% | +16.2% | -7.4% |
| 3M | +3.7% | -61.9% | +65.6% | +6.3% |
| 6M | +0.2% | -64.3% | +64.5% | +2.4% |
| YTD | +28.6% | -50.4% | +79.0% | +28.9% |
| 1Y | +34.6% | -54.0% | +88.6% | +35.0% |
| 3Y | +11.8% | +347.2% | -335.4% | +4.7% |
| 5Y | +37.6% | +45.7% | -8.2% | +31.5% |
| All | +37.6% | +57.4% | -19.8% | +31.5% |
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 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