-99.8%
RCAT vs DTE
+152.1%
-251.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.7% |
| 7D | -5.9% | +3.4% | -9.4% | -8.1% |
| 30D | -19.7% | +8.9% | -28.6% | -24.5% |
| 3M | -62.9% | +1.1% | -63.9% | -63.2% |
| 6M | -59.6% | +0.1% | -59.7% | -60.5% |
| YTD | -52.1% | +11.1% | -63.1% | -57.0% |
| 1Y | -50.9% | +4.9% | -55.9% | -54.0% |
| 3Y | +333.8% | +58.6% | +275.2% | +189.7% |
| 5Y | +40.7% | +47.3% | -6.5% | -6.3% |
| All | -99.8% | +152.1% | -251.9% | -99.8% |
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 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