+81.0%
GEN vs RCAT
+339.1%
-258.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.6% | -21.3% | -3.1% |
| 7D | +2.3% | -12.7% | +15.0% | +2.5% |
| 30D | +33.1% | -34.3% | +67.4% | +34.2% |
| 3M | +6.5% | -53.4% | +59.9% | +8.2% |
| 6M | +53.8% | -62.0% | +115.8% | +56.6% |
| YTD | +11.2% | -49.1% | +60.3% | +11.8% |
| 1Y | +19.4% | -53.1% | +72.5% | +20.0% |
| 3Y | +81.0% | +318.7% | -237.6% | +81.6% |
| All | +81.0% | +339.1% | -258.1% | +81.6% |
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