+149.6%
IBM vs RL
+356.1%
-206.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -5.0% | -4.2% | -0.8% | -4.1% |
| 30D | +11.1% | +4.3% | +6.8% | +9.9% |
| 3M | +5.7% | -4.6% | +10.3% | +6.6% |
| 6M | +10.1% | +1.7% | +8.4% | +8.8% |
| YTD | -15.6% | +7.3% | -23.0% | -17.9% |
| 1Y | -19.5% | +20.8% | -40.3% | -24.0% |
| 3Y | +80.4% | +247.0% | -166.6% | +27.7% |
| 5Y | +140.0% | +225.5% | -85.5% | +67.6% |
| All | +149.6% | +356.1% | -206.5% | +52.5% |
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