-13.3%
IBM vs RL
+34.3%
-47.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.6% |
| 7D | +0.4% | +5.8% | -5.3% | -1.0% |
| 30D | +14.8% | +12.7% | +2.0% | +11.4% |
| 3M | +8.9% | +9.3% | -0.4% | +6.5% |
| 6M | +12.4% | +16.9% | -4.5% | +4.7% |
| YTD | -12.4% | +17.5% | -29.9% | -17.3% |
| 1Y | -13.3% | +34.6% | -47.9% | -22.2% |
| All | -13.3% | +34.3% | -47.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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