+73.5%
MSFT vs RL
+238.1%
-164.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.1% | -2.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +2.7% | -7.8% | +10.5% | +4.8% |
| 3M | +17.0% | -4.0% | +21.0% | +17.9% |
| 6M | +23.8% | -1.9% | +25.7% | +23.1% |
| YTD | +4.0% | -0.2% | +4.1% | +2.7% |
| 1Y | -0.8% | +10.7% | -11.5% | -5.3% |
| 3Y | +55.6% | +210.8% | -155.2% | +4.9% |
| All | +73.5% | +238.1% | -164.6% | +8.4% |
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