+1,070.2%
IBM vs RL
+1,573.0%
-502.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +8.4% | +7.6% | +0.8% | +6.5% |
| 3M | +4.2% | -1.5% | +5.7% | +4.2% |
| 6M | +7.9% | +12.1% | -4.1% | +4.5% |
| YTD | -15.2% | +13.9% | -29.1% | -18.5% |
| 1Y | -18.7% | +20.7% | -39.4% | -23.0% |
| 3Y | +79.2% | +260.6% | -181.4% | +28.0% |
| 5Y | +144.7% | +248.9% | -104.1% | +71.3% |
| 10Y | +141.6% | +355.9% | -214.3% | +48.2% |
| All | +1,070.2% | +1,573.0% | -502.8% | +352.1% |
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