+124.8%
AAPL vs ROL
-4.5%
+129.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.3% |
| 30D | +7.1% | -6.6% | +13.7% | +9.0% |
| 3M | +12.1% | -27.3% | +39.4% | +21.5% |
| 6M | +25.4% | -38.1% | +63.5% | +41.6% |
| YTD | +20.5% | -41.8% | +62.2% | +38.1% |
| 1Y | +44.5% | -37.8% | +82.3% | +62.3% |
| 3Y | +85.8% | -0.3% | +86.1% | +80.4% |
| 5Y | +124.8% | -5.1% | +129.8% | +108.7% |
| All | +124.8% | -4.5% | +129.3% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling