+131.6%
IBM vs RRC
+7.9%
+123.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | -1.5% | +9.4% | -10.9% | -2.4% |
| 3M | -16.8% | +7.4% | -24.2% | -17.5% |
| 6M | -9.0% | +1.5% | -10.5% | -9.4% |
| YTD | -20.1% | +19.4% | -39.4% | -21.8% |
| 1Y | -7.0% | +24.2% | -31.2% | -9.6% |
| 3Y | +72.4% | +32.8% | +39.6% | +64.9% |
| 5Y | +112.0% | +152.9% | -40.9% | +84.7% |
| 10Y | +131.6% | +3.9% | +127.7% | +86.8% |
| All | +131.6% | +7.9% | +123.6% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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