+115.5%
IBM vs RCL
+249.6%
-134.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -5.1% | +4.8% | +0.6% |
| 30D | +0.3% | -19.0% | +19.3% | +3.8% |
| 3M | -21.6% | -9.6% | -12.0% | -20.5% |
| 6M | -4.7% | -6.7% | +2.0% | -4.1% |
| YTD | -19.1% | -3.9% | -15.2% | -19.0% |
| 1Y | -2.5% | -25.1% | +22.6% | +0.8% |
| 3Y | +74.2% | +179.1% | -105.0% | +49.9% |
| All | +115.5% | +249.6% | -134.1% | +80.0% |
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