+514.9%
GEV vs RCAT
+381.6%
+133.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.6% | -1.5% |
| 7D | +3.7% | -5.9% | +9.7% | +4.4% |
| 30D | -14.7% | -19.7% | +5.0% | -12.9% |
| 3M | -23.4% | -62.9% | +39.4% | -16.3% |
| 6M | -24.3% | -59.6% | +35.2% | -18.8% |
| YTD | +23.2% | -52.1% | +75.3% | +28.2% |
| 1Y | +44.2% | -50.9% | +95.1% | +49.1% |
| All | +514.9% | +381.6% | +133.2% | +562.0% |
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