+2,536.4%
IBM vs ROK
+14,758.7%
-12,222.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.3% | +6.1% | -6.4% | -2.1% |
| 30D | +6.8% | -6.5% | +13.2% | +8.5% |
| 3M | +4.4% | -10.2% | +14.6% | +7.3% |
| 6M | +13.2% | -10.6% | +23.8% | +15.5% |
| YTD | -15.1% | +4.9% | -20.0% | -18.0% |
| 1Y | -20.2% | +3.8% | -24.0% | -22.7% |
| 3Y | +79.3% | +63.5% | +15.8% | +47.2% |
| 5Y | +147.5% | +30.9% | +116.5% | +111.8% |
| 10Y | +140.2% | +266.4% | -126.2% | +45.9% |
| All | +2,536.4% | +14,758.7% | -12,222.4% | +397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling