-100.0%
RCAT vs DTE
+928.8%
-1,028.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -3.3% | -2.6% | -0.8% | -2.6% |
| 3M | -43.2% | -3.9% | -39.3% | -42.9% |
| 6M | -43.2% | -7.9% | -35.3% | -42.1% |
| YTD | +5.5% | +7.2% | -1.6% | +2.1% |
| 1Y | -1.6% | +3.1% | -4.7% | -3.4% |
| 3Y | +773.7% | +47.6% | +726.1% | +662.9% |
| 5Y | +187.6% | +32.7% | +154.9% | +156.8% |
| 10Y | -98.5% | +138.8% | -237.2% | -98.7% |
| All | -100.0% | +928.8% | -1,028.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling