+143.6%
IBM vs RCAT
-99.7%
+243.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | -1.7% | +7.2% | -9.0% | -1.8% |
| 30D | +10.1% | -20.4% | +30.5% | +10.2% |
| 3M | +4.8% | -59.8% | +64.6% | +5.2% |
| 6M | +12.6% | -61.9% | +74.5% | +13.0% |
| YTD | -13.9% | -45.9% | +32.0% | -13.8% |
| 1Y | -18.7% | -50.5% | +31.8% | -18.6% |
| 3Y | +81.9% | +387.5% | -305.6% | +80.2% |
| 5Y | +148.3% | +70.9% | +77.4% | +146.2% |
| 10Y | +143.6% | -99.7% | +243.4% | +134.7% |
| All | +143.6% | -99.7% | +243.4% | +134.7% |
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