+43.9%
GEV vs RCAT
-7.4%
+51.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.8% |
| 7D | -1.9% | -5.4% | +3.5% | -1.2% |
| 30D | -8.7% | -24.2% | +15.5% | -5.5% |
| 3M | +6.6% | -25.8% | +32.4% | +9.5% |
| 6M | +10.2% | -44.9% | +55.1% | +15.0% |
| YTD | +41.6% | +1.9% | +39.7% | +34.8% |
| 1Y | +43.9% | -5.2% | +49.1% | +43.6% |
| All | +43.9% | -7.4% | +51.3% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling