+632.4%
GEV vs RCAT
+908.9%
-276.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 7D | +1.6% | -4.9% | +6.5% | +2.1% |
| 30D | -7.9% | -22.9% | +14.9% | -5.8% |
| 3M | +5.6% | -33.7% | +39.3% | +8.9% |
| 6M | +13.1% | -50.7% | +63.8% | +18.0% |
| YTD | +46.7% | +0.4% | +46.4% | +42.9% |
| 1Y | +51.3% | -27.6% | +78.9% | +49.8% |
| All | +632.4% | +908.9% | -276.4% | +637.5% |
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 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