+150.1%
IBM vs RCL
+292.5%
-142.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +9.2% | +17.8% | -8.7% | +6.3% |
| 3M | +4.9% | +4.9% | 0.0% | +3.9% |
| 6M | +16.8% | +23.7% | -7.0% | +12.4% |
| YTD | -14.3% | +17.8% | -32.1% | -17.1% |
| 1Y | -16.7% | +28.9% | -45.6% | -20.6% |
| 3Y | +82.2% | +241.9% | -159.6% | +52.5% |
| All | +150.1% | +292.5% | -142.3% | +105.2% |
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