+73.9%
IBM vs RL
+212.5%
-138.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.3% | -7.8% | +8.0% | +1.8% |
| 3M | -21.6% | -4.0% | -17.6% | -21.3% |
| 6M | -4.7% | -1.9% | -2.8% | -5.4% |
| YTD | -19.1% | -0.2% | -18.9% | -19.8% |
| 1Y | -2.5% | +10.7% | -13.2% | -5.1% |
| All | +73.9% | +212.5% | -138.5% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling