+147.3%
IBM vs ROK
+264.0%
-116.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | +7.1% | -5.5% | -0.7% |
| 30D | +9.2% | -5.0% | +14.1% | +10.5% |
| 3M | +4.9% | -9.4% | +14.3% | +7.7% |
| 6M | +16.8% | -11.0% | +27.8% | +19.4% |
| YTD | -14.3% | +4.4% | -18.7% | -17.7% |
| 1Y | -16.7% | +7.4% | -24.1% | -20.8% |
| 3Y | +82.2% | +61.0% | +21.3% | +44.9% |
| 5Y | +149.9% | +30.4% | +119.6% | +109.9% |
| All | +147.3% | +264.0% | -116.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling