+149.0%
GEN vs RCAT
-98.4%
+247.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.8% |
| 7D | -0.7% | +5.4% | -6.1% | -0.7% |
| 30D | +2.6% | -5.6% | +8.2% | +2.7% |
| 3M | +15.8% | -30.2% | +46.0% | +15.9% |
| 6M | +33.1% | -43.4% | +76.5% | +33.3% |
| YTD | +11.3% | +9.6% | +1.7% | +11.0% |
| 1Y | +1.7% | -2.0% | +3.6% | +1.4% |
| 3Y | +58.1% | +825.0% | -766.9% | +55.6% |
| 5Y | +20.6% | +199.8% | -179.2% | +18.9% |
| 10Y | +149.0% | -98.4% | +247.4% | +131.8% |
| All | +149.0% | -98.4% | +247.4% | +131.8% |
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