-5.0%
IBM vs ROK
+25.5%
-30.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +1.5% | -1.8% | +3.3% | +1.7% |
| 3M | -12.9% | -7.2% | -5.7% | -12.9% |
| 6M | -3.9% | +14.2% | -18.1% | -10.5% |
| YTD | -17.3% | +10.6% | -27.9% | -21.7% |
| 1Y | -5.0% | +25.9% | -30.9% | -12.4% |
| All | -5.0% | +25.5% | -30.4% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling