+70.9%
RCAT vs DTE
+45.9%
+25.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +7.2% | +1.6% | +5.7% | +6.9% |
| 30D | -20.4% | +9.1% | -29.5% | -22.4% |
| 3M | -59.8% | +2.4% | -62.2% | -60.0% |
| 6M | -61.9% | -0.2% | -61.6% | -62.2% |
| YTD | -45.9% | +11.0% | -56.9% | -48.8% |
| 1Y | -50.5% | +3.4% | -53.9% | -51.8% |
| 3Y | +387.5% | +57.1% | +330.4% | +320.6% |
| 5Y | +70.9% | +46.6% | +24.4% | +42.3% |
| All | +70.9% | +45.9% | +25.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling