-1.6%
RCAT vs DVA
+35.1%
-36.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.9% |
| 7D | -1.4% | +1.8% | -3.2% | -1.3% |
| 30D | -3.3% | -2.5% | -0.9% | -3.4% |
| 3M | -43.2% | -4.3% | -39.0% | -43.2% |
| 6M | -43.2% | +18.9% | -62.0% | -42.6% |
| YTD | +5.5% | +61.9% | -56.4% | +2.9% |
| 1Y | -1.6% | +35.7% | -37.4% | -1.3% |
| All | -1.6% | +35.1% | -36.8% | -1.3% |
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