+5,327.4%
MSFT vs RL
+1,536.1%
+3,791.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | -3.8% | +4.6% | -8.3% | -4.8% |
| 3M | +6.4% | -1.1% | +7.5% | +6.5% |
| 6M | +28.8% | +16.5% | +12.2% | +23.4% |
| YTD | +8.8% | +11.4% | -2.6% | +4.8% |
| 1Y | +3.2% | +16.1% | -12.9% | -1.8% |
| 3Y | +44.8% | +252.6% | -207.8% | +3.1% |
| 5Y | +61.8% | +244.9% | -183.0% | +13.7% |
| 10Y | +897.9% | +342.4% | +555.6% | +511.5% |
| All | +5,327.4% | +1,536.1% | +3,791.3% | +2,024.9% |
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