-57.8%
RCAT vs DVA
+62.2%
-120.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +5.8% | -16.1% | -9.9% |
| 7D | -18.5% | +4.7% | -23.3% | -18.1% |
| 30D | -37.0% | +7.8% | -44.8% | -36.4% |
| 3M | -54.9% | -15.5% | -39.4% | -55.0% |
| 6M | -63.6% | +25.0% | -88.7% | -62.7% |
| YTD | -49.6% | +69.6% | -119.1% | -49.4% |
| 1Y | -57.8% | +60.6% | -118.4% | -56.6% |
| All | -57.8% | +62.2% | -120.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling