-98.5%
RCAT vs DVA
+186.3%
-284.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.5% |
| 7D | -2.3% | +2.0% | -4.3% | -2.3% |
| 30D | -18.7% | -0.4% | -18.3% | -18.7% |
| 3M | -29.3% | -7.7% | -21.6% | -29.2% |
| 6M | -42.3% | +20.0% | -62.3% | -42.4% |
| YTD | +2.5% | +61.1% | -58.6% | +1.6% |
| 1Y | -5.7% | +33.9% | -39.6% | -6.2% |
| 3Y | +764.9% | +91.5% | +673.4% | +798.5% |
| 5Y | +182.3% | +41.8% | +140.5% | +176.9% |
| 10Y | -98.5% | +187.5% | -286.0% | -96.5% |
| All | -98.5% | +186.3% | -284.8% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling