+149.9%
IBM vs RCAT
-99.6%
+249.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.4% |
| 7D | -2.5% | +1.1% | -3.7% | -2.6% |
| 30D | +8.4% | -22.0% | +30.4% | +8.4% |
| 3M | +4.5% | -51.1% | +55.6% | +4.8% |
| 6M | +7.9% | -56.6% | +64.5% | +8.2% |
| YTD | -15.2% | -43.3% | +28.0% | -15.1% |
| 1Y | -17.6% | -51.5% | +33.9% | -17.5% |
| 3Y | +82.1% | +411.4% | -329.3% | +80.3% |
| 5Y | +143.3% | +74.4% | +68.9% | +141.2% |
| 10Y | +149.9% | -99.6% | +249.5% | +143.5% |
| All | +149.9% | -99.6% | +249.5% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling