+236.5%
GE vs RCAT
-100.0%
+336.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | -11.6% | -3.3% | -8.2% | -11.6% |
| 3M | +3.0% | -43.2% | +46.2% | +3.1% |
| 6M | -0.5% | -43.2% | +42.7% | -0.5% |
| YTD | +9.7% | +5.5% | +4.2% | +9.7% |
| 1Y | +20.0% | -1.6% | +21.7% | +20.0% |
| 3Y | +275.8% | +773.7% | -497.9% | +275.4% |
| 5Y | +429.1% | +187.6% | +241.4% | +428.5% |
| 10Y | +151.2% | -98.5% | +249.6% | +154.2% |
| All | +236.5% | -100.0% | +336.5% | +260.3% |
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