+199.8%
RCAT vs DVA
+38.1%
+161.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.2% |
| 7D | +5.4% | +2.2% | +3.2% | +5.0% |
| 30D | -5.6% | -2.0% | -3.6% | -5.4% |
| 3M | -30.2% | -6.3% | -24.0% | -30.0% |
| 6M | -43.4% | +19.4% | -62.8% | -46.1% |
| YTD | +9.6% | +58.5% | -48.8% | -3.9% |
| 1Y | -2.0% | +33.9% | -35.8% | -10.4% |
| 3Y | +825.0% | +88.4% | +736.6% | +728.3% |
| 5Y | +199.8% | +39.5% | +160.3% | +153.3% |
| All | +199.8% | +38.1% | +161.8% | +153.3% |
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 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