+2,383.6%
IBM vs ROST
+69,765.8%
-67,382.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.5% | -10.2% | +8.7% | +0.2% |
| 3M | -16.8% | +1.0% | -17.8% | -17.1% |
| 6M | -9.0% | +8.7% | -17.8% | -10.7% |
| YTD | -20.1% | +27.8% | -47.9% | -23.6% |
| 1Y | -7.0% | +52.7% | -59.7% | -13.9% |
| 3Y | +72.4% | +97.5% | -25.1% | +52.2% |
| 5Y | +112.0% | +111.6% | +0.4% | +81.9% |
| 10Y | +131.6% | +302.2% | -170.6% | +77.0% |
| All | +2,383.6% | +69,765.8% | -67,382.2% | +926.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling