+934.7%
GEN vs RCAT
-100.0%
+1,034.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | +10.1% | -3.3% | +13.5% | +10.1% |
| 3M | +16.1% | -43.2% | +59.3% | +16.2% |
| 6M | +38.9% | -43.2% | +82.0% | +38.9% |
| YTD | +14.4% | +5.5% | +8.9% | +14.3% |
| 1Y | +5.9% | -1.6% | +7.5% | +5.8% |
| 3Y | +58.8% | +773.7% | -714.9% | +57.8% |
| 5Y | +24.7% | +187.6% | -163.0% | +24.0% |
| 10Y | +163.1% | -98.5% | +261.5% | +156.2% |
| All | +934.7% | -100.0% | +1,034.7% | +674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling