-2.5%
IBM vs RKT
-21.9%
+19.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | +2.1% | -2.4% | -0.6% |
| 30D | +0.3% | +1.4% | -1.2% | 0.0% |
| 3M | -21.6% | +6.3% | -27.9% | -22.7% |
| 6M | -4.7% | -15.5% | +10.8% | -3.9% |
| YTD | -19.1% | -27.4% | +8.3% | -17.0% |
| 1Y | -2.5% | -26.6% | +24.1% | -0.7% |
| All | -2.5% | -21.9% | +19.4% | -0.7% |
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