+308.6%
IBM vs RCAT
-100.0%
+408.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +0.3% | -3.3% | +3.6% | +0.3% |
| 3M | -21.6% | -43.2% | +21.6% | -21.6% |
| 6M | -4.7% | -43.2% | +38.5% | -4.7% |
| YTD | -19.1% | +5.5% | -24.6% | -19.1% |
| 1Y | -2.5% | -1.6% | -0.9% | -2.5% |
| 3Y | +74.2% | +773.7% | -699.5% | +73.7% |
| 5Y | +113.1% | +187.6% | -74.5% | +112.7% |
| 10Y | +133.5% | -98.5% | +232.0% | +133.0% |
| All | +308.6% | -100.0% | +408.6% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling