+5,406.4%
MSFT vs RL
+1,476.5%
+3,929.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +1.7% | -4.2% | +5.8% | +2.7% |
| 30D | +0.2% | +4.3% | -4.1% | -0.9% |
| 3M | +6.4% | -4.6% | +10.9% | +7.4% |
| 6M | +28.7% | +1.7% | +27.0% | +27.2% |
| YTD | +10.4% | +7.3% | +3.1% | +7.3% |
| 1Y | +7.6% | +20.8% | -13.2% | +1.5% |
| 3Y | +52.3% | +247.0% | -194.7% | +8.8% |
| 5Y | +64.5% | +225.5% | -160.9% | +17.2% |
| 10Y | +917.8% | +363.0% | +554.8% | +516.6% |
| All | +5,406.4% | +1,476.5% | +3,929.9% | +2,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling