-100.0%
RCAT vs DVA
+2,141.2%
-2,241.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.1% | -3.1% | -8.0% |
| 7D | +15.6% | -10.7% | +26.2% | +16.3% |
| 30D | -24.1% | -4.4% | -19.7% | -24.0% |
| 3M | -61.9% | -4.1% | -57.8% | -61.8% |
| 6M | -64.3% | -13.2% | -51.1% | -64.1% |
| YTD | -50.4% | +53.2% | -103.6% | -52.4% |
| 1Y | -54.0% | +40.8% | -94.9% | -55.6% |
| 3Y | +347.2% | +109.7% | +237.4% | +330.0% |
| 5Y | +45.7% | +64.5% | -18.8% | +40.3% |
| 10Y | -99.7% | +192.4% | -292.2% | -99.8% |
| All | -100.0% | +2,141.2% | -2,241.2% | -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