-98.5%
RCAT vs DTE
+141.0%
-239.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | +0.3% |
| 7D | -5.4% | -2.0% | -3.4% | -3.9% |
| 30D | -24.2% | -2.4% | -21.8% | -22.8% |
| 3M | -25.8% | -7.3% | -18.5% | -22.5% |
| 6M | -44.9% | -7.6% | -37.3% | -42.8% |
| YTD | +1.9% | +5.8% | -3.9% | -5.3% |
| 1Y | -5.2% | +2.3% | -7.5% | -9.2% |
| 3Y | +759.6% | +45.0% | +714.6% | +509.6% |
| 5Y | +187.5% | +33.2% | +154.3% | +106.9% |
| All | -98.5% | +141.0% | -239.5% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling