+2,413.6%
IBM vs DD
+961.9%
+1,451.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -3.5% | +3.2% | +0.7% |
| 30D | +0.3% | -10.3% | +10.6% | +3.4% |
| 3M | -21.6% | -7.5% | -14.1% | -20.1% |
| 6M | -4.7% | -8.0% | +3.3% | -3.3% |
| YTD | -19.1% | +10.5% | -29.6% | -22.5% |
| 1Y | -2.5% | +38.3% | -40.8% | -12.9% |
| 3Y | +74.2% | +42.5% | +31.7% | +50.9% |
| 5Y | +113.1% | +60.2% | +53.0% | +75.2% |
| 10Y | +133.5% | +68.9% | +64.7% | +80.3% |
| All | +2,413.6% | +961.9% | +1,451.7% | +930.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling