+128.7%
IBM vs RNG
+343.0%
-214.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.5% |
| 30D | +6.8% | -3.4% | +10.1% | +7.1% |
| 3M | +4.4% | +20.9% | -16.5% | +2.2% |
| 6M | +13.2% | +82.2% | -69.0% | +6.0% |
| YTD | -15.1% | +164.6% | -179.8% | -23.5% |
| 1Y | -20.2% | +177.0% | -197.2% | -28.4% |
| 3Y | +79.3% | +177.4% | -98.1% | +58.4% |
| 5Y | +147.5% | -72.3% | +219.8% | +153.5% |
| 10Y | +140.2% | +238.9% | -98.8% | +78.8% |
| All | +128.7% | +343.0% | -214.3% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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