+138.2%
IBM vs RCL
+247.7%
-109.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.1% |
| 7D | -5.0% | +6.5% | -11.5% | -6.0% |
| 30D | +11.1% | +15.9% | -4.8% | +8.4% |
| 3M | +5.7% | +2.7% | +3.0% | +5.0% |
| 6M | +10.1% | +15.2% | -5.1% | +7.2% |
| YTD | -15.6% | +19.2% | -34.8% | -18.6% |
| 1Y | -19.5% | +31.6% | -51.1% | -23.6% |
| 3Y | +80.4% | +274.2% | -193.8% | +49.3% |
| All | +138.2% | +247.7% | -109.5% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling