-13.3%
IBM vs RKT
-9.4%
-3.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.5% |
| 7D | +0.4% | +29.7% | -29.3% | -3.3% |
| 30D | +14.8% | +28.5% | -13.7% | +10.5% |
| 3M | +8.9% | +6.4% | +2.5% | +7.5% |
| 6M | +12.4% | +7.1% | +5.3% | +10.1% |
| YTD | -12.4% | -22.5% | +10.1% | -10.9% |
| 1Y | -13.3% | -10.4% | -2.8% | -13.7% |
| All | -13.3% | -9.4% | -3.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling