+70.6%
GEN vs RCAT
+331.8%
-261.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.5% |
| 7D | +2.0% | -5.9% | +8.0% | +2.2% |
| 30D | +27.7% | -19.7% | +47.4% | +28.2% |
| 3M | +3.3% | -62.9% | +66.1% | +5.6% |
| 6M | +31.8% | -59.6% | +91.4% | +34.1% |
| YTD | +13.5% | -52.1% | +65.6% | +14.2% |
| 1Y | +16.0% | -50.9% | +66.9% | +16.4% |
| 3Y | +70.6% | +333.8% | -263.2% | +68.2% |
| All | +70.6% | +331.8% | -261.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling