+27.7%
GEN vs RCAT
+46.9%
-19.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.6% | -21.3% | -3.2% |
| 7D | +2.3% | -12.7% | +15.0% | +2.6% |
| 30D | +33.1% | -34.3% | +67.4% | +34.5% |
| 3M | +6.5% | -53.4% | +59.9% | +8.7% |
| 6M | +53.8% | -62.0% | +115.8% | +57.2% |
| 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% | +63.2% |
| All | +27.7% | +46.9% | -19.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling