+2,734.2%
IBM vs O
+5,286.6%
-2,552.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +3.5% | -5.8% | -3.2% |
| 30D | +7.7% | +10.4% | -2.8% | +4.6% |
| 3M | +3.5% | -2.4% | +5.9% | +4.1% |
| 6M | +7.2% | -1.2% | +8.4% | +7.4% |
| YTD | -15.8% | +10.4% | -26.2% | -18.5% |
| 1Y | -19.3% | +11.4% | -30.7% | -22.2% |
| 3Y | +78.0% | +40.4% | +37.6% | +59.5% |
| 5Y | +143.0% | +12.1% | +130.9% | +131.1% |
| 10Y | +139.9% | +82.7% | +57.2% | +91.6% |
| All | +2,734.2% | +5,286.6% | -2,552.4% | +810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling