-54.0%
RCAT vs RGEN
+9.1%
-63.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.5% | -4.7% | -6.4% |
| 7D | +15.6% | -1.2% | +16.7% | +17.0% |
| 30D | -24.1% | -5.1% | -19.0% | -21.4% |
| 3M | -61.9% | +0.5% | -62.4% | -61.9% |
| 6M | -64.3% | +46.6% | -110.9% | -72.4% |
| YTD | -50.4% | +1.6% | -52.0% | -40.7% |
| 1Y | -54.0% | +5.4% | -59.4% | -47.4% |
| All | -54.0% | +9.1% | -63.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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