-57.8%
RCAT vs DTE
+5.6%
-63.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.4% | -12.7% | -9.5% |
| 7D | -18.5% | +4.2% | -22.8% | -17.5% |
| 30D | -37.0% | +10.0% | -46.9% | -35.3% |
| 3M | -54.9% | -2.1% | -52.8% | -55.0% |
| 6M | -63.6% | -4.7% | -59.0% | -63.8% |
| YTD | -49.6% | +9.3% | -58.9% | -57.6% |
| 1Y | -57.8% | +6.6% | -64.4% | -62.8% |
| All | -57.8% | +5.6% | -63.4% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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