-100.0%
RCAT vs DVA
+2,262.7%
-2,362.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | +7.2% | -4.8% | +12.0% | +7.5% |
| 30D | -20.4% | +0.9% | -21.4% | -20.5% |
| 3M | -59.8% | +2.9% | -62.6% | -59.9% |
| 6M | -61.9% | -7.8% | -54.1% | -61.8% |
| YTD | -45.9% | +61.5% | -107.4% | -48.3% |
| 1Y | -50.5% | +50.1% | -100.6% | -52.5% |
| 3Y | +387.5% | +121.1% | +266.4% | +367.1% |
| 5Y | +70.9% | +72.9% | -2.0% | +64.0% |
| 10Y | -99.7% | +208.2% | -308.0% | -99.7% |
| All | -100.0% | +2,262.7% | -2,362.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling