+1,237.1%
AAPL vs ROL
+205.3%
+1,031.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -3.0% | -3.3% | +0.3% | -1.7% |
| 30D | +2.3% | -7.2% | +9.5% | +5.2% |
| 3M | +8.6% | -27.0% | +35.6% | +22.2% |
| 6M | +21.6% | -39.5% | +61.1% | +46.7% |
| YTD | +16.3% | -41.8% | +58.1% | +42.2% |
| 1Y | +35.1% | -38.9% | +73.9% | +61.2% |
| 3Y | +79.4% | -0.4% | +79.8% | +70.6% |
| 5Y | +109.8% | -4.2% | +114.0% | +97.1% |
| 10Y | +1,237.1% | +208.2% | +1,028.9% | +795.7% |
| All | +1,237.1% | +205.3% | +1,031.7% | +795.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling