+1,016.3%
IBM vs RL
+1,366.2%
-349.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.4% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +0.3% | -7.8% | +8.0% | +2.0% |
| 3M | -21.6% | -4.0% | -17.6% | -21.2% |
| 6M | -4.7% | -1.9% | -2.8% | -5.0% |
| YTD | -19.1% | -0.2% | -18.9% | -19.7% |
| 1Y | -2.5% | +10.7% | -13.2% | -5.7% |
| 3Y | +74.2% | +210.8% | -136.6% | +28.9% |
| 5Y | +113.1% | +238.2% | -125.1% | +49.9% |
| 10Y | +133.5% | +313.4% | -179.8% | +46.8% |
| All | +1,016.3% | +1,366.2% | -349.8% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling