+182.3%
RCAT vs DTE
+31.9%
+150.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -18.7% | -0.5% | -18.2% | -18.6% |
| 3M | -29.3% | -6.0% | -23.2% | -28.5% |
| 6M | -42.3% | -7.2% | -35.1% | -41.5% |
| YTD | +2.5% | +7.2% | -4.6% | -1.7% |
| 1Y | -5.7% | +4.1% | -9.7% | -8.3% |
| 3Y | +764.9% | +46.9% | +718.0% | +671.6% |
| 5Y | +182.3% | +32.9% | +149.4% | +145.9% |
| All | +182.3% | +31.9% | +150.4% | +145.9% |
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 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