+73.9%
IBM vs ROL
-4.8%
+78.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +0.3% | -4.1% | +4.4% | +0.8% |
| 3M | -21.6% | -22.5% | +0.9% | -18.7% |
| 6M | -4.7% | -37.7% | +33.0% | +2.7% |
| YTD | -19.1% | -39.6% | +20.5% | -12.1% |
| 1Y | -2.5% | -36.0% | +33.5% | +4.6% |
| All | +73.9% | -4.8% | +78.7% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling