+150.0%
GEN vs RCAT
-99.6%
+249.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | +28.2% | -22.0% | +50.2% | +28.3% |
| 3M | +2.6% | -51.1% | +53.8% | +2.9% |
| 6M | +32.7% | -56.6% | +89.3% | +33.0% |
| YTD | +11.3% | -43.3% | +54.5% | +11.3% |
| 1Y | +17.9% | -51.5% | +69.5% | +18.1% |
| 3Y | +66.3% | +411.4% | -345.0% | +64.3% |
| 5Y | +31.7% | +74.4% | -42.7% | +30.3% |
| 10Y | +150.0% | -99.6% | +249.6% | +140.8% |
| All | +150.0% | -99.6% | +249.6% | +140.8% |
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