+156.7%
IBM vs RKT
-11.2%
+167.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.1% | +3.5% |
| 7D | +3.6% | -1.0% | +4.5% | +3.6% |
| 30D | +1.5% | -2.4% | +3.9% | +1.6% |
| 3M | -12.9% | +1.9% | -14.8% | -13.2% |
| 6M | -3.9% | -13.9% | +10.0% | -3.5% |
| YTD | -17.3% | -30.6% | +13.3% | -16.2% |
| 1Y | -5.0% | -34.4% | +29.4% | -3.6% |
| 3Y | +78.2% | +38.2% | +40.0% | +71.9% |
| 5Y | +120.6% | -9.7% | +130.3% | +111.1% |
| All | +156.7% | -11.2% | +167.9% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling