+70.9%
RCAT vs DVA
+73.1%
-2.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +7.2% | -4.8% | +12.0% | +8.0% |
| 30D | -20.4% | +0.9% | -21.4% | -20.8% |
| 3M | -59.8% | +2.9% | -62.6% | -60.2% |
| 6M | -61.9% | -7.8% | -54.1% | -61.8% |
| YTD | -45.9% | +61.5% | -107.4% | -53.5% |
| 1Y | -50.5% | +50.1% | -100.6% | -56.6% |
| 3Y | +387.5% | +121.1% | +266.4% | +318.6% |
| 5Y | +70.9% | +72.9% | -2.0% | +52.8% |
| All | +70.9% | +73.1% | -2.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling