+2,533.7%
IBM vs ROL
+9,763.6%
-7,229.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -2.5% | +7.5% | -10.1% | -4.5% |
| 30D | +8.4% | +21.1% | -12.8% | +2.6% |
| 3M | +4.5% | +3.1% | +1.3% | +3.2% |
| 6M | +7.9% | -27.4% | +35.3% | +16.8% |
| YTD | -15.2% | -34.7% | +19.5% | -5.6% |
| 1Y | -17.6% | -32.9% | +15.4% | -9.0% |
| 3Y | +82.1% | +6.1% | +75.9% | +74.5% |
| 5Y | +143.3% | +16.3% | +127.0% | +123.0% |
| 10Y | +149.9% | +214.9% | -64.9% | +67.1% |
| All | +2,533.7% | +9,763.6% | -7,229.9% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling