+4,290.1%
IBM vs RCL
+5,669.9%
-1,379.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.1% |
| 7D | -5.0% | +6.5% | -11.5% | -6.1% |
| 30D | +11.1% | +15.9% | -4.8% | +8.0% |
| 3M | +5.7% | +2.7% | +3.0% | +4.8% |
| 6M | +10.1% | +15.2% | -5.1% | +6.7% |
| YTD | -15.6% | +19.2% | -34.8% | -19.3% |
| 1Y | -19.5% | +31.6% | -51.1% | -24.5% |
| 3Y | +80.4% | +274.2% | -193.8% | +37.1% |
| 5Y | +140.0% | +250.1% | -110.1% | +75.4% |
| 10Y | +155.0% | +388.4% | -233.5% | +54.6% |
| All | +4,290.1% | +5,669.9% | -1,379.8% | +1,219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling