+2,533.7%
IBM vs RRC
+1,418.2%
+1,115.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.5% | -10.3% | +7.8% | -1.8% |
| 30D | +8.4% | +19.5% | -11.1% | +6.8% |
| 3M | +4.5% | +27.9% | -23.5% | +2.4% |
| 6M | +7.9% | +21.2% | -13.3% | +6.1% |
| YTD | -15.2% | +39.6% | -54.8% | -17.6% |
| 1Y | -17.6% | +31.3% | -48.9% | -19.6% |
| 3Y | +82.1% | +51.9% | +30.1% | +74.8% |
| 5Y | +143.3% | +110.2% | +33.2% | +124.2% |
| 10Y | +149.9% | +56.7% | +93.3% | +117.6% |
| All | +2,533.7% | +1,418.2% | +1,115.5% | +1,958.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling