+82.2%
IBM vs O
+39.0%
+43.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.6% | -0.4% | +1.9% | +1.7% |
| 30D | +9.2% | +7.1% | +2.1% | +7.2% |
| 3M | +4.9% | -5.2% | +10.2% | +6.3% |
| 6M | +16.8% | -1.8% | +18.5% | +17.5% |
| YTD | -14.3% | +9.1% | -23.4% | -17.3% |
| 1Y | -16.7% | +9.7% | -26.4% | -19.9% |
| 3Y | +82.2% | +39.1% | +43.1% | +65.6% |
| All | +82.2% | +39.0% | +43.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling