+62.4%
MSFT vs RL
+239.2%
-176.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | -1.3% | +2.6% | -3.9% | -2.0% |
| 30D | -1.8% | +2.9% | -4.8% | -2.7% |
| 3M | +5.6% | 0.0% | +5.6% | +5.5% |
| 6M | +29.8% | +17.1% | +12.7% | +23.3% |
| YTD | +9.0% | +10.1% | -1.1% | +4.6% |
| 1Y | +4.9% | +17.3% | -12.4% | -1.4% |
| 3Y | +46.2% | +249.3% | -203.1% | -7.6% |
| All | +62.4% | +239.2% | -176.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling