+151.2%
GE vs RCAT
-99.8%
+251.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.3% | +4.8% | -3.4% |
| 7D | +5.1% | +15.6% | -10.4% | +5.0% |
| 30D | +7.6% | -24.1% | +31.7% | +7.7% |
| 3M | -9.3% | -61.9% | +52.6% | -8.9% |
| 6M | +11.5% | -64.3% | +75.9% | +12.0% |
| YTD | +7.9% | -50.4% | +58.2% | +8.0% |
| 1Y | +7.6% | -54.0% | +61.7% | +7.8% |
| 3Y | +265.9% | +347.2% | -81.3% | +262.1% |
| 5Y | +405.9% | +45.7% | +360.2% | +401.5% |
| All | +151.2% | -99.8% | +251.0% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling