+131.6%
IBM vs ROL
+203.4%
-71.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | +0.3% | -3.4% | +3.7% | +1.2% |
| 30D | -1.5% | -6.9% | +5.5% | +0.3% |
| 3M | -16.8% | -24.6% | +7.8% | -10.5% |
| 6M | -9.0% | -39.5% | +30.5% | +3.4% |
| YTD | -20.1% | -41.1% | +21.1% | -8.6% |
| 1Y | -7.0% | -37.9% | +30.9% | +4.5% |
| 3Y | +72.4% | +0.8% | +71.6% | +66.2% |
| 5Y | +112.0% | -4.7% | +116.7% | +103.1% |
| 10Y | +131.6% | +207.9% | -76.3% | +43.1% |
| All | +131.6% | +203.4% | -71.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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