+136.5%
IBM vs O
+52.2%
+84.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -1.5% | -2.0% | +0.5% | -0.9% |
| 3M | -16.8% | +3.0% | -19.8% | -17.5% |
| 6M | -9.0% | -3.6% | -5.4% | -8.0% |
| YTD | -20.1% | +12.1% | -32.1% | -23.5% |
| 1Y | -7.0% | +8.9% | -15.9% | -10.2% |
| 3Y | +72.4% | +30.3% | +42.0% | +55.2% |
| 5Y | +112.0% | +13.7% | +98.3% | +98.5% |
| All | +136.5% | +52.2% | +84.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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