+131.6%
IBM vs RL
+304.3%
-172.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.3% | +1.9% | -1.6% | -0.2% |
| 30D | -1.5% | -12.2% | +10.7% | +1.5% |
| 3M | -16.8% | -6.6% | -10.1% | -15.7% |
| 6M | -9.0% | +3.2% | -12.2% | -10.4% |
| YTD | -20.1% | -1.3% | -18.8% | -20.5% |
| 1Y | -7.0% | +13.6% | -20.6% | -10.8% |
| 3Y | +72.4% | +210.9% | -138.5% | +25.4% |
| 5Y | +112.0% | +246.9% | -134.9% | +44.4% |
| 10Y | +131.6% | +310.1% | -178.5% | +43.8% |
| All | +131.6% | +304.3% | -172.8% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling