-57.8%
RCAT vs GWRE
-24.5%
-33.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +5.9% | -16.3% | -11.0% |
| 7D | -18.5% | +2.2% | -20.8% | -18.8% |
| 30D | -37.0% | +4.5% | -41.5% | -37.8% |
| 3M | -54.9% | +6.4% | -61.3% | -56.3% |
| 6M | -63.6% | +18.8% | -82.5% | -66.1% |
| YTD | -49.6% | -15.1% | -34.4% | -52.0% |
| 1Y | -57.8% | -23.4% | -34.4% | -55.6% |
| All | -57.8% | -24.5% | -33.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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