+150.1%
IBM vs RL
+239.2%
-89.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.0% |
| 30D | +9.2% | +2.9% | +6.3% | +8.5% |
| 3M | +4.9% | 0.0% | +4.9% | +4.8% |
| 6M | +16.8% | +17.1% | -0.3% | +12.5% |
| YTD | -14.3% | +10.1% | -24.4% | -16.6% |
| 1Y | -16.7% | +17.3% | -34.0% | -20.0% |
| 3Y | +82.2% | +249.3% | -167.1% | +40.4% |
| All | +150.1% | +239.2% | -89.0% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling