+42.6%
GEV vs RCAT
-54.8%
+97.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.5% | +2.6% |
| 7D | +6.2% | +15.6% | -9.3% | +3.6% |
| 30D | -18.4% | -24.1% | +5.7% | -15.3% |
| 3M | -21.2% | -61.9% | +40.6% | -10.9% |
| 6M | -23.6% | -64.3% | +40.8% | -14.5% |
| YTD | +25.5% | -50.4% | +75.9% | +31.1% |
| 1Y | +42.6% | -54.0% | +96.6% | +48.5% |
| All | +42.6% | -54.8% | +97.4% | +48.5% |
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 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