+144.5%
IBM vs ROST
+299.2%
-154.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +3.9% |
| 7D | +3.6% | -2.2% | +5.8% | +4.2% |
| 30D | +1.5% | -11.4% | +13.0% | +4.9% |
| 3M | -12.9% | -1.6% | -11.3% | -12.8% |
| 6M | -3.9% | +6.8% | -10.7% | -6.4% |
| YTD | -17.3% | +25.8% | -43.2% | -23.3% |
| 1Y | -5.0% | +52.4% | -57.4% | -16.8% |
| 3Y | +78.2% | +94.4% | -16.2% | +43.6% |
| 5Y | +120.6% | +108.2% | +12.4% | +69.3% |
| 10Y | +144.5% | +308.5% | -164.0% | +52.8% |
| All | +144.5% | +299.2% | -154.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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