-100.0%
RCAT vs RGEN
+6,740.8%
-6,840.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -1.4% | -4.9% | +3.5% | -0.4% |
| 30D | -3.3% | +5.7% | -9.0% | -4.4% |
| 3M | -43.2% | +32.4% | -75.7% | -46.8% |
| 6M | -43.2% | +33.2% | -76.4% | -46.9% |
| YTD | +5.5% | +2.3% | +3.3% | +4.2% |
| 1Y | -1.6% | +39.0% | -40.6% | -8.6% |
| 3Y | +773.7% | -4.6% | +778.3% | +743.6% |
| 5Y | +187.6% | -42.7% | +230.3% | +193.0% |
| 10Y | -98.5% | +433.6% | -532.0% | -98.9% |
| All | -100.0% | +6,740.8% | -6,840.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling