+54.8%
RCAT vs RGEN
-35.1%
+89.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +3.0% | +15.7% | +17.8% |
| 7D | -12.7% | -1.9% | -10.8% | -12.0% |
| 30D | -34.3% | +3.7% | -38.1% | -34.8% |
| 3M | -53.4% | +8.8% | -62.2% | -54.5% |
| 6M | -62.0% | +38.0% | -99.9% | -65.6% |
| YTD | -49.1% | +5.9% | -54.9% | -50.6% |
| 1Y | -53.1% | +19.7% | -72.8% | -55.9% |
| 3Y | +318.7% | +20.5% | +298.1% | +277.9% |
| All | +54.8% | -35.1% | +89.9% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling