+51.2%
MSFT vs ROK
+48.7%
+2.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -1.4% | +2.8% | -4.2% | -1.9% |
| 30D | -1.0% | -2.4% | +1.4% | -0.6% |
| 3M | +20.2% | -4.7% | +24.9% | +20.7% |
| 6M | +21.3% | +16.8% | +4.5% | +16.2% |
| YTD | +2.8% | +11.4% | -8.6% | -0.9% |
| 1Y | 0.0% | +26.2% | -26.2% | -6.7% |
| 3Y | +51.2% | +51.9% | -0.6% | +31.7% |
| All | +51.2% | +48.7% | +2.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling