+223.1%
GE vs RCAT
-100.0%
+323.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +18.6% | -15.9% | +2.7% |
| 7D | +7.1% | -12.7% | +19.8% | +7.1% |
| 30D | +6.5% | -34.3% | +40.8% | +6.5% |
| 3M | -13.6% | -53.4% | +39.8% | -13.5% |
| 6M | +6.0% | -62.0% | +67.9% | +6.0% |
| YTD | +5.4% | -49.1% | +54.4% | +5.4% |
| 1Y | +6.5% | -53.1% | +59.6% | +6.5% |
| 3Y | +268.6% | +318.7% | -50.1% | +268.3% |
| 5Y | +389.0% | +48.5% | +340.5% | +388.7% |
| 10Y | +163.3% | -99.6% | +262.9% | +166.5% |
| All | +223.1% | -100.0% | +323.1% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling