-18.7%
IBM vs ROST
+48.9%
-67.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.5% | +3.2% | -4.7% | -1.8% |
| 30D | +8.4% | +7.4% | +1.0% | +7.7% |
| 3M | +4.2% | -6.1% | +10.2% | +4.5% |
| 6M | +7.9% | +6.2% | +1.7% | +7.6% |
| YTD | -15.2% | +33.4% | -48.6% | -20.9% |
| 1Y | -18.7% | +48.8% | -67.5% | -26.6% |
| All | -18.7% | +48.9% | -67.6% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling