+335.2%
DVN vs RCAT
-100.0%
+435.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +14.2% | -3.3% | +17.5% | +14.2% |
| 3M | +5.2% | -43.2% | +48.5% | +5.4% |
| 6M | +11.9% | -43.2% | +55.1% | +12.0% |
| YTD | +32.8% | +5.5% | +27.3% | +32.7% |
| 1Y | +38.6% | -1.6% | +40.2% | +38.4% |
| 3Y | +0.5% | +773.7% | -773.2% | -0.4% |
| 5Y | +111.0% | +187.6% | -76.6% | +109.2% |
| 10Y | +56.1% | -98.5% | +154.6% | +50.4% |
| All | +335.2% | -100.0% | +435.2% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling