+72.4%
IBM vs ROK
+48.7%
+23.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.3% | +2.8% | -2.5% | -0.2% |
| 30D | -1.5% | -2.4% | +0.9% | -1.0% |
| 3M | -16.8% | -4.7% | -12.1% | -16.6% |
| 6M | -9.0% | +16.8% | -25.8% | -13.8% |
| YTD | -20.1% | +11.4% | -31.4% | -23.2% |
| 1Y | -7.0% | +26.2% | -33.2% | -13.4% |
| 3Y | +72.4% | +51.9% | +20.5% | +49.9% |
| All | +72.4% | +48.7% | +23.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling