-7.0%
IBM vs RRC
+20.2%
-27.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.0% |
| 3M | -16.8% | +7.4% | -24.2% | -17.3% |
| 6M | -9.0% | +1.5% | -10.5% | -9.7% |
| YTD | -20.1% | +19.4% | -39.4% | -21.9% |
| 1Y | -7.0% | +24.2% | -31.2% | -7.8% |
| All | -7.0% | +20.2% | -27.3% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling