+771.4%
RCAT vs DVA
+91.2%
+680.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.8% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -18.7% | -0.4% | -18.3% | -18.7% |
| 3M | -29.3% | -7.7% | -21.6% | -28.8% |
| 6M | -42.3% | +20.0% | -62.3% | -45.9% |
| YTD | +2.5% | +61.1% | -58.6% | -15.4% |
| 1Y | -5.7% | +33.9% | -39.6% | -15.9% |
| All | +771.4% | +91.2% | +680.2% | +712.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling