+643.2%
GEV vs RCAT
+1,002.0%
-358.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.8% |
| 7D | +8.1% | +5.4% | +2.7% | +7.6% |
| 30D | -1.9% | -5.6% | +3.7% | -1.5% |
| 3M | +4.1% | -30.2% | +34.3% | +6.7% |
| 6M | +23.2% | -43.4% | +66.6% | +26.9% |
| YTD | +48.9% | +9.6% | +39.2% | +43.8% |
| 1Y | +62.2% | -2.0% | +64.2% | +56.5% |
| All | +643.2% | +1,002.0% | -358.9% | +642.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling