+33.9%
AAPL vs ROL
-35.4%
+69.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +3.0% | -4.1% | +7.1% | +3.7% |
| 3M | +2.9% | -22.5% | +25.4% | +7.4% |
| 6M | +22.1% | -37.7% | +59.8% | +32.4% |
| YTD | +18.0% | -39.6% | +57.6% | +30.5% |
| 1Y | +33.9% | -36.0% | +70.0% | +48.0% |
| All | +33.9% | -35.4% | +69.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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