+922.9%
MSFT vs RL
+369.1%
+553.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | -0.4% | +7.6% | -8.0% | -2.1% |
| 3M | +5.6% | -1.5% | +7.1% | +5.8% |
| 6M | +29.0% | +12.1% | +16.9% | +24.7% |
| YTD | +10.9% | +13.9% | -3.0% | +6.3% |
| 1Y | +6.2% | +20.7% | -14.4% | +0.2% |
| 3Y | +47.6% | +260.6% | -213.0% | +3.9% |
| 5Y | +67.9% | +248.9% | -180.9% | +16.2% |
| 10Y | +922.9% | +355.9% | +567.0% | +545.6% |
| All | +922.9% | +369.1% | +553.8% | +545.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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