+149.9%
IBM vs RCL
+396.5%
-246.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | -2.5% | +5.0% | -7.5% | -3.4% |
| 30D | +8.4% | +19.4% | -11.0% | +4.8% |
| 3M | +4.5% | +5.9% | -1.5% | +3.0% |
| 6M | +7.9% | +23.8% | -15.9% | +3.2% |
| YTD | -15.2% | +22.8% | -38.0% | -19.3% |
| 1Y | -17.6% | +34.3% | -51.8% | -22.9% |
| 3Y | +82.1% | +276.4% | -194.4% | +39.3% |
| 5Y | +143.3% | +281.6% | -138.2% | +78.2% |
| 10Y | +149.9% | +379.0% | -229.1% | +63.4% |
| All | +149.9% | +396.5% | -246.6% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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