+321.3%
DVN vs RCAT
-100.0%
+421.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.3% | +11.1% | +2.9% |
| 7D | +7.8% | +15.6% | -7.8% | +7.8% |
| 30D | -7.9% | -24.1% | +16.2% | -7.9% |
| 3M | +3.7% | -61.9% | +65.6% | +4.0% |
| 6M | +0.2% | -64.3% | +64.5% | +0.4% |
| YTD | +28.6% | -50.4% | +79.0% | +28.7% |
| 1Y | +34.6% | -54.0% | +88.6% | +34.7% |
| 3Y | +11.8% | +347.2% | -335.4% | +10.9% |
| 5Y | +37.6% | +45.7% | -8.2% | +36.6% |
| 10Y | +59.7% | -99.7% | +159.4% | +54.3% |
| All | +321.3% | -100.0% | +421.3% | +250.9% |
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 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