+73.9%
IBM vs RCL
+179.1%
-105.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -5.1% | +4.8% | +0.9% |
| 30D | +0.3% | -19.0% | +19.3% | +5.1% |
| 3M | -21.6% | -9.6% | -12.0% | -20.1% |
| 6M | -4.7% | -6.7% | +2.0% | -4.0% |
| YTD | -19.1% | -3.9% | -15.2% | -19.0% |
| 1Y | -2.5% | -25.1% | +22.6% | +2.3% |
| All | +73.9% | +179.1% | -105.2% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling