+138.2%
IBM vs RRC
+110.6%
+27.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.6% |
| 7D | -5.0% | -10.8% | +5.8% | -3.9% |
| 30D | +11.1% | +22.3% | -11.2% | +8.6% |
| 3M | +5.7% | +26.6% | -20.9% | +2.9% |
| 6M | +10.1% | +18.9% | -8.8% | +7.7% |
| YTD | -15.6% | +39.2% | -54.8% | -19.0% |
| 1Y | -19.5% | +34.0% | -53.5% | -22.5% |
| 3Y | +80.4% | +42.0% | +38.4% | +71.4% |
| All | +138.2% | +110.6% | +27.6% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling