+89.2%
AAPL vs ROL
+5.4%
+83.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +5.0% | +3.4% | +1.6% | +4.3% |
| 30D | +3.5% | +20.8% | -17.2% | -0.6% |
| 3M | +13.1% | +3.7% | +9.3% | +12.2% |
| 6M | +19.0% | -27.7% | +46.7% | +27.8% |
| YTD | +28.5% | -34.9% | +63.5% | +41.7% |
| 1Y | +29.7% | -33.3% | +63.0% | +42.1% |
| 3Y | +89.2% | +4.3% | +84.9% | +89.0% |
| All | +89.2% | +5.4% | +83.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling