+82.2%
IBM vs ROL
+5.9%
+76.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.1% |
| 30D | +9.2% | +19.8% | -10.6% | +6.3% |
| 3M | +4.9% | +7.9% | -3.0% | +3.4% |
| 6M | +16.8% | -25.6% | +42.4% | +21.1% |
| YTD | -14.3% | -34.1% | +19.9% | -8.8% |
| 1Y | -16.7% | -31.4% | +14.7% | -12.0% |
| 3Y | +82.2% | +4.7% | +77.6% | +85.7% |
| All | +82.2% | +5.9% | +76.4% | +85.7% |
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