+138.2%
IBM vs DD
+58.5%
+79.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -5.0% | +4.6% | -9.6% | -6.0% |
| 30D | +11.1% | +11.8% | -0.7% | +8.3% |
| 3M | +5.7% | +2.2% | +3.5% | +5.0% |
| 6M | +10.1% | -1.6% | +11.8% | +10.0% |
| YTD | -15.6% | +23.0% | -38.6% | -20.9% |
| 1Y | -19.5% | +26.9% | -46.5% | -25.2% |
| 3Y | +80.4% | +77.9% | +2.5% | +49.3% |
| All | +138.2% | +58.5% | +79.7% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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