+121.8%
IBM vs RSG
+90.7%
+31.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +1.5% | +3.7% | -2.1% | +0.4% |
| 3M | -12.9% | +6.2% | -19.1% | -14.2% |
| 6M | -3.9% | -2.8% | -1.1% | -2.9% |
| YTD | -17.3% | +5.9% | -23.2% | -18.8% |
| 1Y | -5.0% | -1.8% | -3.2% | -4.4% |
| 3Y | +78.2% | +57.5% | +20.7% | +56.3% |
| All | +121.8% | +90.7% | +31.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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