+163.4%
IBM vs RKT
-4.5%
+167.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | -1.5% | +4.6% | -6.2% | -1.8% |
| 30D | +8.4% | +25.9% | -17.5% | +6.8% |
| 3M | +4.2% | +5.0% | -0.8% | +3.7% |
| 6M | +7.9% | -7.9% | +15.8% | +7.9% |
| YTD | -15.2% | -25.4% | +10.2% | -14.5% |
| 1Y | -18.7% | -15.4% | -3.3% | -18.6% |
| 3Y | +79.2% | +83.3% | -4.1% | +70.5% |
| 5Y | +144.7% | -0.8% | +145.5% | +132.8% |
| All | +163.4% | -4.5% | +167.9% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling