+627.7%
GEV vs RCAT
+930.4%
-302.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.5% |
| 7D | +3.2% | -2.3% | +5.4% | +3.4% |
| 30D | -4.0% | -18.7% | +14.7% | -2.3% |
| 3M | +3.4% | -29.3% | +32.7% | +6.1% |
| 6M | +14.7% | -42.3% | +57.0% | +18.1% |
| YTD | +45.8% | +2.5% | +43.3% | +41.6% |
| 1Y | +57.4% | -5.7% | +63.1% | +52.5% |
| All | +627.7% | +930.4% | -302.8% | +631.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling