+150.1%
IBM vs RCAT
+41.8%
+108.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +1.6% | -5.9% | +7.5% | +1.7% |
| 30D | +9.2% | -19.7% | +28.9% | +9.7% |
| 3M | +4.9% | -62.9% | +67.8% | +7.5% |
| 6M | +16.8% | -59.6% | +76.3% | +19.2% |
| YTD | -14.3% | -52.1% | +37.8% | -13.1% |
| 1Y | -16.7% | -50.9% | +34.2% | -15.8% |
| 3Y | +82.2% | +333.8% | -251.6% | +74.6% |
| All | +150.1% | +41.8% | +108.3% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling